+1,687.1%
CNQ vs OTIS
+91.3%
+1,595.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.3% | -1.2% |
| 7D | +0.1% | -3.0% | +3.1% | +1.2% |
| 30D | +6.2% | -6.0% | +12.2% | +8.4% |
| 3M | +12.4% | -0.9% | +13.2% | +12.0% |
| 6M | +9.0% | -17.3% | +26.3% | +16.0% |
| YTD | +52.2% | -19.6% | +71.8% | +63.3% |
| 1Y | +65.0% | -21.0% | +86.1% | +78.1% |
| 3Y | +78.8% | -12.1% | +90.9% | +79.3% |
| 5Y | +286.0% | -17.1% | +303.1% | +290.8% |
| All | +1,687.1% | +91.3% | +1,595.9% | +1,212.5% |
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 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