+411.4%
CDNS vs OTIS
+87.9%
+323.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.2% | +0.9% |
| 7D | -6.5% | -5.0% | -1.5% | -4.6% |
| 30D | -13.0% | -6.5% | -6.5% | -10.8% |
| 3M | -26.0% | -2.0% | -24.1% | -25.7% |
| 6M | -2.8% | -20.2% | +17.3% | +5.7% |
| YTD | -8.8% | -21.0% | +12.1% | -0.8% |
| 1Y | -15.8% | -20.9% | +5.0% | -8.6% |
| 3Y | +19.7% | -13.3% | +33.1% | +22.4% |
| 5Y | +70.8% | -18.5% | +89.3% | +73.2% |
| All | +411.4% | +87.9% | +323.5% | +351.0% |
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