+1,598.8%
CCJ vs OTIS
+97.1%
+1,501.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.7% | -0.7% | +1.5% | +1.0% |
| 30D | +6.9% | -2.0% | +8.9% | +7.5% |
| 3M | -11.6% | +2.6% | -14.2% | -12.7% |
| 6M | -16.2% | -20.9% | +4.7% | -9.7% |
| YTD | +10.1% | -17.1% | +27.2% | +16.6% |
| 1Y | +32.3% | -15.9% | +48.2% | +38.9% |
| 3Y | +171.3% | -12.7% | +184.0% | +174.4% |
| 5Y | +372.4% | -15.7% | +388.1% | +367.3% |
| All | +1,598.8% | +97.1% | +1,501.7% | +1,358.9% |
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