+210.1%
CAT vs OVV
+85.0%
+125.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | 0.0% | +7.2% | +7.2% |
| 7D | -2.4% | -10.7% | +8.3% | +0.5% |
| 30D | -25.0% | -5.3% | -19.7% | -24.1% |
| 3M | -28.7% | +2.4% | -31.1% | -29.6% |
| 6M | -33.0% | +5.7% | -38.6% | -34.8% |
| YTD | +5.4% | +56.8% | -51.3% | -9.8% |
| 1Y | +7.3% | +59.3% | -52.0% | -9.0% |
| 3Y | +166.0% | +49.0% | +117.1% | +123.7% |
| 5Y | +210.1% | +88.1% | +122.0% | +136.7% |
| All | +210.1% | +85.0% | +125.1% | +136.7% |
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