+296.2%
CNP vs OTIS
+113.5%
+182.7%
-22.8%
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 | +2.5% | -3.0% | +5.4% | +3.4% |
| 30D | +4.0% | +14.0% | -9.9% | -0.4% |
| 3M | +1.6% | +4.9% | -3.3% | -0.2% |
| 6M | -1.7% | +5.4% | -7.1% | -3.7% |
| YTD | +8.6% | -10.2% | +18.8% | +11.7% |
| 1Y | +5.8% | -13.4% | +19.2% | +10.1% |
| 3Y | +63.0% | -0.7% | +63.7% | +58.8% |
| 5Y | +74.7% | -2.1% | +76.8% | +68.0% |
| All | +296.2% | +113.5% | +182.7% | +194.3% |
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