+203.9%
CAT vs OTIS
-10.9%
+214.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.7% | +1.8% |
| 7D | +5.6% | -0.8% | +6.3% | +5.9% |
| 30D | -2.3% | -4.7% | +2.4% | -0.3% |
| 3M | -10.0% | +1.2% | -11.2% | -11.1% |
| 6M | +21.2% | -20.5% | +41.8% | +34.2% |
| YTD | +44.4% | -18.4% | +62.9% | +57.1% |
| 1Y | +96.3% | -18.1% | +114.4% | +113.0% |
| 3Y | +203.9% | -10.6% | +214.5% | +186.0% |
| All | +203.9% | -10.9% | +214.8% | +186.0% |
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