+6.4%
CNP vs OTIS
-12.5%
+18.9%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | +0.4% |
| 7D | +1.3% | -1.3% | +2.6% | +1.6% |
| 30D | +3.8% | +12.8% | -9.0% | +0.6% |
| 3M | +2.4% | +7.4% | -5.0% | +0.4% |
| 6M | -1.2% | +7.7% | -8.9% | -3.3% |
| YTD | +9.3% | -9.3% | +18.5% | +9.2% |
| 1Y | +6.4% | -12.1% | +18.5% | +6.7% |
| All | +6.4% | -12.5% | +18.9% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling