+532.4%
CDE vs OTIS
+87.9%
+444.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.0% | -1.1% | -1.9% |
| 7D | -6.1% | -5.0% | -1.0% | -3.0% |
| 30D | +9.5% | -6.5% | +16.0% | +14.1% |
| 3M | +32.0% | -2.0% | +33.9% | +32.7% |
| 6M | -12.8% | -20.2% | +7.4% | -0.1% |
| YTD | +14.2% | -21.0% | +35.2% | +31.1% |
| 1Y | +36.3% | -20.9% | +57.2% | +56.1% |
| 3Y | +821.4% | -13.3% | +834.7% | +875.4% |
| 5Y | +194.3% | -18.5% | +212.8% | +216.0% |
| All | +532.4% | +87.9% | +444.5% | +402.7% |
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