+9.3%
CAT vs OVV
+75.5%
-66.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +7.4% | +8.0% | -0.6% | +7.8% |
| 30D | -19.7% | -2.0% | -17.6% | -19.8% |
| 3M | -29.6% | +5.4% | -35.0% | -29.3% |
| 6M | -33.2% | +14.3% | -47.5% | -32.4% |
| YTD | +5.7% | +69.4% | -63.8% | +1.7% |
| 1Y | +9.3% | +72.4% | -63.0% | +6.2% |
| All | +9.3% | +75.5% | -66.1% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling