+796.1%
CAT vs OTIS
+91.8%
+704.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.3% |
| 7D | +2.9% | -2.2% | +5.1% | +4.0% |
| 30D | -2.6% | -4.3% | +1.7% | -0.6% |
| 3M | -10.7% | -2.2% | -8.5% | -10.1% |
| 6M | +16.1% | -19.9% | +36.0% | +29.0% |
| YTD | +43.2% | -19.3% | +62.6% | +57.8% |
| 1Y | +96.8% | -19.6% | +116.4% | +117.0% |
| 3Y | +201.4% | -11.5% | +212.9% | +211.1% |
| 5Y | +332.7% | -16.8% | +349.4% | +351.2% |
| All | +796.1% | +91.8% | +704.3% | +607.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling