+23.6%
CTAS vs OVV
+65.7%
-42.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.2% | +1.0% |
| 7D | -0.8% | +1.2% | -2.0% | -0.7% |
| 30D | +10.7% | -2.5% | +13.3% | +10.6% |
| 3M | +11.0% | +0.5% | +10.5% | +10.9% |
| 6M | +38.7% | +8.5% | +30.3% | +39.1% |
| YTD | +21.8% | +64.5% | -42.7% | +19.6% |
| 1Y | +23.6% | +64.7% | -41.1% | +20.8% |
| All | +23.6% | +65.7% | -42.1% | +20.8% |
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