+53.5%
CME vs OTIS
-10.9%
+64.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | +5.5% | -4.7% | +10.3% | +6.0% |
| 3M | +11.0% | +1.2% | +9.7% | +10.7% |
| 6M | -9.7% | -20.5% | +10.8% | -7.5% |
| YTD | +4.9% | -18.4% | +23.3% | +7.0% |
| 1Y | +10.1% | -18.1% | +28.2% | +12.2% |
| 3Y | +53.5% | -10.6% | +64.1% | +58.6% |
| All | +53.5% | -10.9% | +64.4% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling