+62.8%
CNQ vs OTIS
-9.8%
+72.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.9% | -11.3% | -6.4% |
| 7D | -9.4% | +9.5% | -18.9% | -7.5% |
| 30D | +2.8% | +21.1% | -18.4% | +7.0% |
| 3M | +8.5% | +9.0% | -0.6% | +10.3% |
| 6M | +6.4% | +6.4% | 0.0% | +8.5% |
| YTD | +50.9% | -7.1% | +58.0% | +53.3% |
| 1Y | +62.8% | -10.1% | +73.0% | +65.8% |
| All | +62.8% | -9.8% | +72.6% | +65.8% |
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