+69.1%
OTIS vs CAG
-27.9%
+97.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -3.0% | -5.7% | +2.7% | -1.6% |
| 30D | -6.0% | -2.4% | -3.6% | -5.5% |
| 3M | -0.9% | +9.8% | -10.7% | -3.3% |
| 6M | -17.3% | -10.8% | -6.5% | -15.3% |
| YTD | -19.6% | -10.8% | -8.7% | -17.9% |
| 1Y | -21.0% | -19.0% | -2.1% | -17.5% |
| 3Y | -12.1% | -39.7% | +27.6% | -2.4% |
| 5Y | -17.1% | -43.0% | +25.9% | -7.8% |
| All | +69.1% | -27.9% | +97.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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