+545.9%
CAH vs OTIS
+91.8%
+454.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.1% |
| 7D | -2.2% | -2.2% | -0.1% | -1.6% |
| 30D | +1.2% | -4.3% | +5.5% | +2.5% |
| 3M | +13.1% | -2.2% | +15.3% | +13.7% |
| 6M | +8.5% | -19.9% | +28.4% | +15.9% |
| YTD | +17.6% | -19.3% | +36.9% | +25.0% |
| 1Y | +60.7% | -19.6% | +80.2% | +70.7% |
| 3Y | +183.2% | -11.5% | +194.7% | +184.2% |
| 5Y | +402.2% | -16.8% | +419.0% | +408.0% |
| All | +545.9% | +91.8% | +454.1% | +370.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling