+585.2%
CIEN vs OTIS
-13.8%
+598.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.8% |
| 7D | +5.4% | -5.0% | +10.4% | +6.0% |
| 30D | -13.7% | -6.5% | -7.2% | -13.1% |
| 3M | -23.0% | -2.0% | -21.1% | -23.4% |
| 6M | -0.8% | -20.2% | +19.4% | +2.5% |
| YTD | +43.1% | -21.0% | +64.0% | +47.2% |
| 1Y | +157.6% | -20.9% | +178.5% | +164.8% |
| All | +585.2% | -13.8% | +598.9% | +497.8% |
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