+2,333.8%
CTAS vs OVV
+151.1%
+2,182.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.7% |
| 7D | +0.7% | -7.3% | +8.0% | +1.9% |
| 30D | +11.3% | -3.6% | +14.9% | +11.8% |
| 3M | +11.4% | -2.6% | +14.1% | +11.6% |
| 6M | +35.6% | +7.6% | +28.1% | +33.2% |
| YTD | +20.7% | +59.6% | -38.9% | +10.5% |
| 1Y | +22.8% | +62.2% | -39.4% | +12.0% |
| 3Y | +73.4% | +49.6% | +23.8% | +56.6% |
| 5Y | +117.6% | +98.9% | +18.7% | +79.0% |
| 10Y | +818.4% | +45.1% | +773.3% | +519.4% |
| All | +2,333.8% | +151.1% | +2,182.7% | +1,110.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling