+192.1%
CAT vs OVV
+88.6%
+103.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.6% |
| 7D | -14.5% | -14.9% | +0.4% | -10.9% |
| 30D | -35.7% | -0.9% | -34.8% | -35.7% |
| 3M | -36.3% | +5.6% | -41.9% | -37.6% |
| 6M | -38.5% | -2.5% | -36.1% | -38.9% |
| YTD | -2.5% | +57.8% | -60.4% | -16.8% |
| 1Y | -1.9% | +70.1% | -72.0% | -18.5% |
| 3Y | +139.2% | +35.1% | +104.1% | +106.7% |
| 5Y | +192.1% | +86.1% | +106.1% | +122.9% |
| All | +192.1% | +88.6% | +103.6% | +122.9% |
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