+114.8%
CSCO vs OTIS
-17.1%
+131.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.5% |
| 7D | 0.0% | -2.2% | +2.1% | +0.6% |
| 30D | -10.7% | -4.3% | -6.4% | -9.6% |
| 3M | -8.7% | -2.2% | -6.6% | -8.4% |
| 6M | +44.9% | -19.9% | +64.8% | +54.3% |
| YTD | +44.1% | -19.3% | +63.5% | +52.5% |
| 1Y | +65.9% | -19.6% | +85.4% | +75.2% |
| 3Y | +109.0% | -11.5% | +120.5% | +106.5% |
| 5Y | +114.8% | -16.8% | +131.5% | +108.2% |
| All | +114.8% | -17.1% | +131.9% | +108.2% |
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