+189.0%
CDE vs OTIS
-17.8%
+206.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.6% | 0.0% |
| 7D | -3.1% | -3.0% | -0.1% | -1.1% |
| 30D | +9.5% | -6.0% | +15.5% | +14.1% |
| 3M | +25.5% | -0.9% | +26.4% | +25.2% |
| 6M | -7.9% | -17.3% | +9.4% | +4.4% |
| YTD | +15.6% | -19.6% | +35.1% | +32.9% |
| 1Y | +34.0% | -21.0% | +55.1% | +56.0% |
| 3Y | +791.9% | -12.1% | +804.0% | +814.9% |
| All | +189.0% | -17.8% | +206.8% | +187.4% |
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