+674.0%
CAT vs OVV
+46.5%
+627.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.8% |
| 7D | -6.3% | -7.3% | +1.0% | -4.7% |
| 30D | -26.8% | -3.6% | -23.2% | -26.3% |
| 3M | -30.0% | -2.6% | -27.4% | -29.9% |
| 6M | -34.6% | +7.6% | -42.2% | -36.3% |
| YTD | +2.9% | +59.6% | -56.7% | -9.3% |
| 1Y | +3.3% | +62.2% | -58.9% | -9.5% |
| 3Y | +153.7% | +49.6% | +104.1% | +122.2% |
| 5Y | +207.3% | +98.9% | +108.4% | +143.7% |
| 10Y | +674.0% | +45.1% | +628.9% | +423.0% |
| All | +674.0% | +46.5% | +627.5% | +423.0% |
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