+395.3%
CVX vs OTIS
+91.3%
+304.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +0.1% |
| 7D | +2.6% | -3.0% | +5.6% | +3.5% |
| 30D | +9.8% | -6.0% | +15.8% | +11.8% |
| 3M | +16.2% | -0.9% | +17.1% | +16.1% |
| 6M | +13.6% | -17.3% | +30.9% | +19.8% |
| YTD | +44.4% | -19.6% | +63.9% | +53.3% |
| 1Y | +40.6% | -21.0% | +61.6% | +50.1% |
| 3Y | +48.2% | -12.1% | +60.3% | +49.3% |
| 5Y | +172.3% | -17.1% | +189.4% | +175.9% |
| All | +395.3% | +91.3% | +304.0% | +284.6% |
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