+539.8%
CDE vs OTIS
+91.3%
+448.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | +0.1% |
| 7D | -3.1% | -3.0% | -0.1% | -1.3% |
| 30D | +9.5% | -6.0% | +15.5% | +13.7% |
| 3M | +25.5% | -0.9% | +26.4% | +25.3% |
| 6M | -7.9% | -17.3% | +9.4% | +3.2% |
| YTD | +15.6% | -19.6% | +35.1% | +31.2% |
| 1Y | +34.0% | -21.0% | +55.1% | +53.8% |
| 3Y | +791.9% | -12.1% | +804.0% | +835.9% |
| 5Y | +197.7% | -17.1% | +214.8% | +216.3% |
| All | +539.8% | +91.3% | +448.6% | +403.1% |
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