-9.2%
CMCSA vs OTIS
+91.3%
-100.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.8% | -1.7% | -0.5% |
| 7D | -4.9% | -3.0% | -1.9% | -3.9% |
| 30D | -1.1% | -6.0% | +5.0% | +1.1% |
| 3M | +6.6% | -0.9% | +7.4% | +6.8% |
| 6M | -15.5% | -17.3% | +1.9% | -9.7% |
| YTD | -6.7% | -19.6% | +12.9% | +0.3% |
| 1Y | -15.6% | -21.0% | +5.4% | -8.7% |
| 3Y | -33.7% | -12.1% | -21.6% | -32.0% |
| 5Y | -46.6% | -17.1% | -29.6% | -45.5% |
| All | -9.2% | +91.3% | -100.5% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling