+74.2%
OTIS vs CAG
-23.5%
+97.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -0.7% | -3.8% | +3.1% | +0.1% |
| 30D | -2.0% | +3.1% | -5.1% | -2.8% |
| 3M | +2.6% | +23.5% | -20.9% | -2.8% |
| 6M | -20.9% | -14.8% | -6.1% | -18.1% |
| YTD | -17.1% | -5.4% | -11.7% | -16.6% |
| 1Y | -15.9% | -11.8% | -4.1% | -14.0% |
| 3Y | -12.7% | -36.7% | +23.9% | -4.2% |
| 5Y | -15.7% | -40.3% | +24.5% | -7.2% |
| All | +74.2% | -23.5% | +97.8% | +26.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling