+409.9%
CDNS vs OTIS
+93.9%
+316.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.6% | -1.3% | -2.3% |
| 7D | -9.2% | -0.8% | -8.5% | -9.0% |
| 30D | -16.3% | -4.7% | -11.5% | -14.7% |
| 3M | -27.9% | +1.2% | -29.2% | -28.5% |
| 6M | -4.3% | -20.5% | +16.2% | +4.4% |
| YTD | -9.1% | -18.4% | +9.3% | -2.3% |
| 1Y | -21.2% | -18.1% | -3.1% | -15.6% |
| 3Y | +19.4% | -10.6% | +29.9% | +20.6% |
| 5Y | +71.6% | -16.1% | +87.7% | +72.1% |
| All | +409.9% | +93.9% | +316.0% | +344.3% |
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