+161.3%
CME vs OTIS
+113.5%
+47.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | +2.7% | -3.0% | +5.6% | +3.6% |
| 30D | +13.5% | +14.0% | -0.5% | +9.3% |
| 3M | +20.9% | +4.9% | +16.0% | +19.1% |
| 6M | +11.5% | +5.4% | +6.1% | +9.4% |
| YTD | +19.5% | -10.2% | +29.7% | +22.5% |
| 1Y | +17.2% | -13.4% | +30.6% | +21.5% |
| 3Y | +65.1% | -0.7% | +65.8% | +59.6% |
| 5Y | +73.1% | -2.1% | +75.2% | +65.6% |
| All | +161.3% | +113.5% | +47.8% | +79.3% |
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 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