+604.3%
CEG vs OTIS
-11.1%
+615.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.2% | -1.0% |
| 7D | -4.8% | -3.0% | -1.8% | -3.8% |
| 30D | +2.3% | -6.0% | +8.4% | +4.4% |
| 3M | +15.6% | -0.9% | +16.5% | +15.5% |
| 6M | -5.0% | -17.3% | +12.3% | +0.7% |
| YTD | -19.0% | -19.6% | +0.5% | -13.7% |
| 1Y | -10.0% | -21.0% | +11.1% | -3.5% |
| 3Y | +163.9% | -12.1% | +176.0% | +157.9% |
| All | +604.3% | -11.1% | +615.4% | +524.9% |
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