+283.9%
CNP vs OTIS
+97.1%
+186.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.1% | -0.7% | +1.8% | +1.3% |
| 30D | -1.8% | -2.0% | +0.2% | -1.2% |
| 3M | -4.6% | +2.6% | -7.2% | -5.5% |
| 6M | -8.8% | -20.9% | +12.1% | -1.9% |
| YTD | +5.2% | -17.1% | +22.3% | +11.3% |
| 1Y | +8.3% | -15.9% | +24.2% | +13.8% |
| 3Y | +54.9% | -12.7% | +67.6% | +57.9% |
| 5Y | +73.5% | -15.7% | +89.2% | +75.6% |
| All | +283.9% | +97.1% | +186.7% | +193.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling