+1,530.3%
CCJ vs OTIS
+91.3%
+1,439.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.5% | -1.4% |
| 7D | -4.0% | -3.0% | -1.1% | -3.1% |
| 30D | -2.4% | -6.0% | +3.6% | -0.4% |
| 3M | -2.3% | -0.9% | -1.4% | -2.4% |
| 6M | -16.2% | -17.3% | +1.1% | -11.0% |
| YTD | +5.7% | -19.6% | +25.2% | +13.0% |
| 1Y | +21.3% | -21.0% | +42.3% | +30.1% |
| 3Y | +159.4% | -12.1% | +171.5% | +161.0% |
| 5Y | +300.7% | -17.1% | +317.7% | +299.3% |
| All | +1,530.3% | +91.3% | +1,439.0% | +1,314.1% |
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