+32.2%
CVS vs OTIS
-17.8%
+50.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.4% | -1.2% |
| 7D | -2.2% | -3.0% | +0.8% | -1.3% |
| 30D | -0.1% | -6.0% | +6.0% | +1.7% |
| 3M | -5.2% | -0.9% | -4.3% | -5.2% |
| 6M | +26.9% | -17.3% | +44.2% | +33.7% |
| YTD | +22.1% | -19.6% | +41.6% | +29.5% |
| 1Y | +30.8% | -21.0% | +51.8% | +39.4% |
| 3Y | +54.4% | -12.1% | +66.5% | +56.9% |
| All | +32.2% | -17.8% | +50.0% | +30.0% |
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