+180.6%
CEG vs OTIS
-10.9%
+191.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.3% |
| 7D | +6.7% | -0.8% | +7.5% | +6.8% |
| 30D | +11.0% | -4.7% | +15.7% | +12.0% |
| 3M | +19.5% | +1.2% | +18.3% | +18.9% |
| 6M | -5.9% | -20.5% | +14.7% | -2.2% |
| YTD | -15.0% | -18.4% | +3.5% | -12.2% |
| 1Y | +0.6% | -18.1% | +18.7% | +3.6% |
| 3Y | +180.6% | -10.6% | +191.2% | +149.9% |
| All | +180.6% | -10.9% | +191.5% | +149.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling