+509.1%
CIEN vs OTIS
-17.1%
+526.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.5% |
| 7D | -4.6% | -2.2% | -2.4% | -3.8% |
| 30D | -12.8% | -4.3% | -8.5% | -11.4% |
| 3M | -23.1% | -2.2% | -20.9% | -23.1% |
| 6M | +6.1% | -19.9% | +26.0% | +15.7% |
| YTD | +44.5% | -19.3% | +63.9% | +55.5% |
| 1Y | +176.6% | -19.6% | +196.2% | +197.3% |
| 3Y | +601.0% | -11.5% | +612.5% | +566.4% |
| 5Y | +509.1% | -16.8% | +525.9% | +454.9% |
| All | +509.1% | -17.1% | +526.2% | +454.9% |
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 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