+40.0%
OVV vs CART
+37.6%
+2.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.6% |
| 7D | -14.9% | +1.2% | -16.1% | -15.0% |
| 30D | -0.9% | +27.1% | -28.0% | -3.7% |
| 3M | +5.6% | +27.4% | -21.9% | +2.3% |
| 6M | -2.5% | +32.1% | -34.6% | -6.3% |
| YTD | +57.8% | +28.5% | +29.3% | +52.0% |
| 1Y | +70.1% | +58.8% | +11.3% | +57.9% |
| 3Y | +35.1% | +114.8% | -79.6% | +19.4% |
| All | +40.0% | +37.6% | +2.4% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling