+712.5%
CAT vs OVV
+48.9%
+663.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | -10.7% | +8.3% | +0.1% |
| 30D | -25.0% | -5.3% | -19.7% | -24.2% |
| 3M | -28.7% | +2.4% | -31.1% | -29.4% |
| 6M | -33.0% | +5.7% | -38.6% | -34.5% |
| YTD | +5.4% | +56.8% | -51.3% | -6.6% |
| 1Y | +7.3% | +59.3% | -52.0% | -5.6% |
| 3Y | +166.0% | +49.0% | +117.1% | +133.2% |
| 5Y | +210.1% | +88.1% | +122.0% | +148.8% |
| 10Y | +712.5% | +42.5% | +670.0% | +452.8% |
| All | +712.5% | +48.9% | +663.7% | +452.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling