+183.3%
CAT vs OTIS
+4.5%
+178.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -10.3% | +4.2% | -14.5% | -12.3% |
| 30D | -31.2% | +20.1% | -51.3% | -37.8% |
| 3M | -34.7% | +7.6% | -42.3% | -37.6% |
| 6M | -39.5% | +4.2% | -43.7% | -41.4% |
| YTD | -1.7% | -8.1% | +6.4% | +1.5% |
| 1Y | -1.1% | -11.5% | +10.4% | +4.3% |
| 3Y | +143.9% | +3.8% | +140.1% | +124.3% |
| All | +183.3% | +4.5% | +178.8% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling