+116.0%
CTAS vs OVV
+107.0%
+9.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | +2.0% | +8.0% | -6.1% | +1.2% |
| 30D | +8.7% | -2.0% | +10.7% | +8.8% |
| 3M | +13.3% | +5.4% | +7.9% | +12.4% |
| 6M | +39.4% | +14.3% | +25.1% | +36.8% |
| YTD | +21.5% | +69.4% | -47.9% | +13.3% |
| 1Y | +21.9% | +72.4% | -50.5% | +13.3% |
| 3Y | +73.6% | +58.4% | +15.3% | +60.0% |
| All | +116.0% | +107.0% | +9.1% | +87.4% |
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