+6.8%
CAT vs OVV
+65.7%
-58.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +3.1% |
| 7D | +1.7% | +1.2% | +0.5% | +1.8% |
| 30D | -24.6% | -2.5% | -22.0% | -24.6% |
| 3M | -28.5% | +0.5% | -29.0% | -28.4% |
| 6M | -34.8% | +8.5% | -43.3% | -34.2% |
| YTD | +5.9% | +64.5% | -58.5% | +2.9% |
| 1Y | +6.8% | +64.7% | -57.8% | +4.6% |
| All | +6.8% | +65.7% | -58.9% | +4.6% |
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