+0.1%
OTIS vs CART
+40.2%
-40.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.4% | +1.0% |
| 7D | -1.3% | +1.3% | -2.6% | -1.3% |
| 30D | +12.8% | +19.2% | -6.4% | +11.8% |
| 3M | +7.4% | +17.6% | -10.2% | +6.5% |
| 6M | +7.7% | +47.4% | -39.6% | +5.9% |
| YTD | -9.3% | +30.9% | -40.1% | -10.5% |
| 1Y | -12.1% | +46.0% | -58.1% | -13.8% |
| 3Y | +0.6% | +130.3% | -129.7% | -4.1% |
| All | +0.1% | +40.2% | -40.0% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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