+183.3%
CAT vs OVV
+84.0%
+99.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -10.3% | -16.7% | +6.4% | -6.0% |
| 30D | -31.2% | -1.5% | -29.7% | -31.1% |
| 3M | -34.7% | +1.6% | -36.2% | -35.3% |
| 6M | -39.5% | +2.0% | -41.5% | -40.5% |
| YTD | -1.7% | +56.8% | -58.5% | -15.9% |
| 1Y | -1.1% | +64.8% | -66.0% | -17.0% |
| 3Y | +143.9% | +38.3% | +105.6% | +109.3% |
| All | +183.3% | +84.0% | +99.2% | +116.9% |
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