+385.4%
CVX vs OTIS
+93.9%
+291.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.1% |
| 7D | -0.6% | -0.8% | +0.2% | -0.4% |
| 30D | +13.4% | -4.7% | +18.2% | +15.0% |
| 3M | +11.8% | +1.2% | +10.6% | +11.0% |
| 6M | +12.4% | -20.5% | +33.0% | +20.2% |
| YTD | +41.5% | -18.4% | +59.9% | +49.6% |
| 1Y | +41.6% | -18.1% | +59.7% | +49.3% |
| 3Y | +42.2% | -10.6% | +52.8% | +42.5% |
| 5Y | +166.0% | -16.1% | +182.1% | +168.7% |
| All | +385.4% | +93.9% | +291.5% | +275.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling