+531.3%
CAH vs OTIS
+91.3%
+440.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.2% |
| 7D | -5.1% | -3.0% | -2.1% | -4.2% |
| 30D | +0.2% | -6.0% | +6.2% | +2.1% |
| 3M | +6.3% | -0.9% | +7.2% | +6.4% |
| 6M | +9.4% | -17.3% | +26.7% | +15.7% |
| YTD | +15.0% | -19.6% | +34.5% | +22.3% |
| 1Y | +55.4% | -21.0% | +76.5% | +66.1% |
| 3Y | +173.8% | -12.1% | +185.9% | +175.5% |
| 5Y | +395.2% | -17.1% | +412.3% | +401.5% |
| All | +531.3% | +91.3% | +440.0% | +360.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 10y: compounded portfolio wealth divided by compounded OTIS 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…
10y analysis · Full analysis span regression · 6 months rolling