+326.0%
CAT vs OVV
+160.2%
+165.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | +1.7% | +0.3% | +1.4% | +1.6% |
| 30D | -6.6% | +11.7% | -18.3% | -9.5% |
| 3M | -13.3% | +9.8% | -23.1% | -16.0% |
| 6M | +11.6% | +26.6% | -14.9% | +2.8% |
| YTD | +42.9% | +67.0% | -24.1% | +20.8% |
| 1Y | +95.4% | +55.9% | +39.5% | +67.3% |
| 3Y | +196.6% | +45.5% | +151.1% | +151.7% |
| All | +326.0% | +160.2% | +165.8% | +183.7% |
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