+2,065.8%
CTAS vs OVV
+162.8%
+1,903.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -0.2% | +11.7% | -11.9% | -2.1% |
| 3M | +11.7% | +9.8% | +1.9% | +9.6% |
| 6M | +0.7% | +26.6% | -25.9% | -3.8% |
| YTD | +7.4% | +67.0% | -59.6% | -2.1% |
| 1Y | -2.1% | +55.9% | -58.0% | -10.1% |
| 3Y | +62.9% | +45.5% | +17.4% | +48.0% |
| 5Y | +111.9% | +157.3% | -45.5% | +66.8% |
| 10Y | +652.2% | +65.0% | +587.2% | +394.6% |
| All | +2,065.8% | +162.8% | +1,903.0% | +972.3% |
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