+76.1%
CME vs OTIS
-17.1%
+93.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | -0.6% | -2.2% | +1.5% | -0.2% |
| 30D | +4.7% | -4.3% | +9.0% | +5.6% |
| 3M | +7.8% | -2.2% | +10.0% | +8.1% |
| 6M | -11.0% | -19.9% | +8.9% | -6.7% |
| YTD | +4.0% | -19.3% | +23.3% | +8.6% |
| 1Y | +9.1% | -19.6% | +28.7% | +13.9% |
| 3Y | +52.3% | -11.5% | +63.8% | +51.3% |
| 5Y | +76.1% | -16.8% | +92.9% | +76.5% |
| All | +76.1% | -17.1% | +93.2% | +76.5% |
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