+112.2%
CVS vs OTIS
+87.9%
+24.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.5% |
| 7D | -2.0% | -5.0% | +3.1% | -0.5% |
| 30D | +1.9% | -6.5% | +8.4% | +3.9% |
| 3M | -2.2% | -2.0% | -0.2% | -1.8% |
| 6M | +26.7% | -20.2% | +46.9% | +35.0% |
| YTD | +22.9% | -21.0% | +43.9% | +31.1% |
| 1Y | +32.9% | -20.9% | +53.8% | +41.6% |
| 3Y | +62.3% | -13.3% | +75.6% | +66.1% |
| 5Y | +34.2% | -18.5% | +52.8% | +37.4% |
| All | +112.2% | +87.9% | +24.3% | +71.7% |
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