+33.0%
CAVA vs OVV
+91.3%
-58.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.8% | +1.4% |
| 7D | -1.6% | +8.0% | -9.6% | -3.0% |
| 30D | +12.9% | -2.0% | +14.9% | +12.9% |
| 3M | -19.3% | +5.4% | -24.8% | -20.7% |
| 6M | -19.5% | +14.3% | -33.7% | -23.0% |
| YTD | -0.8% | +69.4% | -70.2% | -17.2% |
| 1Y | +20.8% | +72.4% | -51.6% | 0.0% |
| 3Y | +85.7% | +58.4% | +27.3% | +53.8% |
| All | +33.0% | +91.3% | -58.3% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling