+598.5%
CEG vs OTIS
-0.7%
+599.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.9% |
| 7D | +17.8% | -3.0% | +20.8% | +18.8% |
| 30D | -4.5% | +14.0% | -18.5% | -8.8% |
| 3M | +1.5% | +4.9% | -3.4% | -0.5% |
| 6M | -3.5% | +5.4% | -8.9% | -5.6% |
| YTD | -19.7% | -10.2% | -9.5% | -17.7% |
| 1Y | -19.8% | -13.4% | -6.4% | -16.8% |
| 3Y | +136.4% | -0.7% | +137.1% | +120.8% |
| All | +598.5% | -0.7% | +599.2% | +495.7% |
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 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