+45.9%
OVV vs CART
+40.2%
+5.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +3.0% |
| 7D | +1.2% | -0.6% | +1.8% | +1.3% |
| 30D | -2.5% | +23.1% | -25.6% | -5.0% |
| 3M | +0.5% | +19.2% | -18.7% | -1.8% |
| 6M | +8.5% | +45.7% | -37.2% | +2.9% |
| YTD | +64.5% | +30.9% | +33.6% | +58.1% |
| 1Y | +64.7% | +50.2% | +14.5% | +54.5% |
| 3Y | +54.1% | +133.5% | -79.4% | +35.9% |
| All | +45.9% | +40.2% | +5.7% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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