+543.8%
CAT vs OTIS
+116.3%
+427.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.0% |
| 7D | -6.3% | +1.7% | -8.0% | -7.2% |
| 30D | -26.8% | +18.5% | -45.3% | -33.0% |
| 3M | -30.0% | +7.9% | -37.9% | -33.1% |
| 6M | -34.6% | +5.7% | -40.3% | -37.1% |
| YTD | +2.9% | -9.1% | +12.0% | +6.2% |
| 1Y | +3.3% | -11.6% | +14.8% | +8.0% |
| 3Y | +153.7% | +0.6% | +153.1% | +144.1% |
| 5Y | +207.3% | +1.8% | +205.4% | +190.3% |
| All | +543.8% | +116.3% | +427.6% | +376.3% |
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