+626.9%
CEG vs OTIS
-10.8%
+637.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.4% |
| 7D | +1.3% | -2.2% | +3.5% | +2.0% |
| 30D | +8.8% | -4.3% | +13.2% | +10.4% |
| 3M | +17.0% | -2.2% | +19.1% | +17.5% |
| 6M | -8.7% | -19.9% | +11.2% | -2.2% |
| YTD | -16.4% | -19.3% | +2.9% | -11.0% |
| 1Y | -1.8% | -19.6% | +17.8% | +4.5% |
| 3Y | +175.8% | -11.5% | +187.3% | +168.8% |
| All | +626.9% | -10.8% | +637.8% | +544.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling