-0.1%
CTAS vs OVV
+58.8%
-58.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.3% |
| 7D | -1.8% | +0.3% | -2.1% | -1.8% |
| 30D | -0.2% | +11.7% | -11.9% | 0.0% |
| 3M | +11.7% | +9.8% | +1.9% | +12.0% |
| 6M | +0.7% | +26.6% | -25.9% | 0.0% |
| YTD | +7.4% | +67.0% | -59.6% | +5.2% |
| All | -0.1% | +58.8% | -58.9% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling