+207.4%
CSCO vs OTIS
+115.8%
+91.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.0% | -7.3% | -6.5% |
| 7D | +1.9% | -1.3% | +3.2% | +2.2% |
| 30D | -15.8% | +12.8% | -28.6% | -18.5% |
| 3M | -15.4% | +7.4% | -22.8% | -17.2% |
| 6M | -5.4% | +7.7% | -13.1% | -7.7% |
| YTD | +26.5% | -9.3% | +35.7% | +28.9% |
| 1Y | +25.9% | -12.1% | +38.0% | +29.5% |
| 3Y | +97.5% | +0.6% | +96.9% | +91.4% |
| 5Y | +93.0% | -1.1% | +94.1% | +84.2% |
| All | +207.4% | +115.8% | +91.6% | +154.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling