+0.6%
OTIS vs CAG
-41.0%
+41.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | -1.3% | -3.3% | +2.1% | -0.6% |
| 30D | +12.8% | +7.7% | +5.1% | +11.1% |
| 3M | +7.4% | -3.2% | +10.6% | +7.8% |
| 6M | +7.7% | +7.0% | +0.8% | +6.0% |
| YTD | -9.3% | -9.0% | -0.3% | -8.3% |
| 1Y | -12.1% | -9.6% | -2.5% | -11.1% |
| 3Y | +0.6% | -36.0% | +36.6% | +7.1% |
| All | +0.6% | -41.0% | +41.6% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling