-70.0%
CPNG vs OTIS
+14.6%
-84.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.7% | +0.3% |
| 7D | -7.6% | -2.2% | -5.4% | -6.5% |
| 30D | -8.8% | -4.3% | -4.5% | -6.6% |
| 3M | -7.2% | -2.2% | -5.1% | -6.4% |
| 6M | -21.5% | -19.9% | -1.6% | -11.9% |
| YTD | -37.4% | -19.3% | -18.1% | -30.3% |
| 1Y | -54.3% | -19.6% | -34.8% | -49.2% |
| 3Y | -20.3% | -11.5% | -8.8% | -22.0% |
| 5Y | -51.2% | -16.8% | -34.4% | -56.8% |
| All | -70.0% | +14.6% | -84.6% | -73.1% |
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