+175.5%
CAH vs OTIS
-13.8%
+189.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.3% |
| 7D | -5.1% | -5.0% | 0.0% | -4.3% |
| 30D | -1.8% | -6.5% | +4.7% | -0.8% |
| 3M | +9.4% | -2.0% | +11.3% | +9.6% |
| 6M | +9.2% | -20.2% | +29.4% | +12.7% |
| YTD | +15.7% | -21.0% | +36.6% | +19.4% |
| 1Y | +59.7% | -20.9% | +80.6% | +64.6% |
| All | +175.5% | -13.8% | +189.3% | +183.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling