+561.1%
CAT vs OTIS
+115.8%
+445.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.3% |
| 7D | +7.4% | -1.3% | +8.7% | +8.1% |
| 30D | -19.7% | +12.8% | -32.5% | -24.6% |
| 3M | -29.6% | +7.4% | -37.0% | -32.6% |
| 6M | -33.2% | +7.7% | -40.9% | -36.3% |
| YTD | +5.7% | -9.3% | +14.9% | +9.1% |
| 1Y | +9.3% | -12.1% | +21.5% | +14.6% |
| 3Y | +158.3% | +0.6% | +157.7% | +148.3% |
| 5Y | +211.6% | -1.1% | +212.7% | +198.0% |
| All | +561.1% | +115.8% | +445.3% | +389.4% |
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