+47.0%
CVX vs OTIS
-9.8%
+56.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -3.2% |
| 7D | -5.3% | +9.5% | -14.8% | -4.4% |
| 30D | +5.1% | +21.1% | -16.0% | +7.2% |
| 3M | +14.9% | +9.0% | +5.9% | +15.6% |
| 6M | +14.9% | +6.4% | +8.4% | +15.6% |
| YTD | +46.3% | -7.1% | +53.4% | +46.8% |
| 1Y | +47.0% | -10.1% | +57.2% | +46.8% |
| All | +47.0% | -9.8% | +56.8% | +46.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling