+355.8%
CIEN vs OTIS
-0.9%
+356.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -4.9% |
| 7D | +15.3% | -1.3% | +16.5% | +15.6% |
| 30D | -22.0% | +12.8% | -34.8% | -25.6% |
| 3M | -36.6% | +7.4% | -44.0% | -38.7% |
| 6M | -51.5% | +7.7% | -59.2% | -53.4% |
| YTD | +20.0% | -9.3% | +29.2% | +22.9% |
| 1Y | +44.5% | -12.1% | +56.6% | +50.3% |
| 3Y | +539.0% | +0.6% | +538.4% | +468.8% |
| All | +355.8% | -0.9% | +356.7% | +282.3% |
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