-50.5%
CPNG vs OTIS
-17.8%
-32.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.8% | +1.3% | +2.0% |
| 7D | -1.1% | -3.0% | +1.9% | +0.7% |
| 30D | -7.4% | -6.0% | -1.3% | -3.9% |
| 3M | -12.3% | -0.9% | -11.5% | -12.3% |
| 6M | -19.4% | -17.3% | -2.1% | -10.3% |
| YTD | -35.9% | -19.6% | -16.3% | -27.8% |
| 1Y | -53.4% | -21.0% | -32.4% | -47.1% |
| 3Y | -20.0% | -12.1% | -7.9% | -22.6% |
| All | -50.5% | -17.8% | -32.7% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling