+128.2%
CME vs OTIS
+91.3%
+36.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | 0.0% |
| 7D | -1.6% | -3.0% | +1.4% | -0.7% |
| 30D | +5.6% | -6.0% | +11.6% | +7.4% |
| 3M | +5.6% | -0.9% | +6.5% | +5.6% |
| 6M | -8.3% | -17.3% | +9.1% | -3.4% |
| YTD | +4.3% | -19.6% | +23.9% | +10.5% |
| 1Y | +9.1% | -21.0% | +30.1% | +16.1% |
| 3Y | +52.1% | -12.1% | +64.1% | +52.4% |
| 5Y | +79.7% | -17.1% | +96.7% | +81.2% |
| All | +128.2% | +91.3% | +36.9% | +61.8% |
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 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