-27.2%
OTIS vs CAI
-11.0%
-16.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.0% |
| 7D | -5.0% | -5.1% | 0.0% | -4.7% |
| 30D | -6.5% | +3.9% | -10.4% | -6.9% |
| 3M | -2.0% | +40.1% | -42.0% | -4.5% |
| 6M | -20.2% | +29.7% | -49.8% | -22.1% |
| YTD | -21.0% | -10.9% | -10.1% | -21.8% |
| 1Y | -20.9% | -28.0% | +7.2% | -20.7% |
| All | -27.2% | -11.0% | -16.2% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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