-8.5%
OTIS vs CART
+21.6%
-30.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.7% | +1.0% | -1.8% | -0.8% |
| 30D | -2.0% | +12.6% | -14.6% | -2.5% |
| 3M | +2.6% | +23.1% | -20.6% | +1.7% |
| 6M | -20.9% | +39.5% | -60.5% | -22.1% |
| YTD | -17.1% | +13.5% | -30.6% | -17.6% |
| 1Y | -15.9% | +14.9% | -30.8% | -16.5% |
| All | -8.5% | +21.6% | -30.1% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling