+9.6%
CARR vs OVV
+162.0%
-152.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.0% |
| 7D | +0.6% | -3.8% | +4.4% | +1.2% |
| 30D | -8.7% | +1.3% | -9.9% | -8.9% |
| 3M | -18.4% | +14.3% | -32.7% | -20.5% |
| 6M | -0.6% | +21.1% | -21.7% | -4.9% |
| YTD | +10.9% | +66.0% | -55.1% | -0.4% |
| 1Y | -7.3% | +59.3% | -66.6% | -16.4% |
| 3Y | +2.9% | +47.6% | -44.7% | -7.9% |
| 5Y | +9.6% | +162.0% | -152.3% | -14.8% |
| All | +9.6% | +162.0% | -152.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded OVV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling