-12.3%
OTIS vs CCEP
+31.1%
-43.5%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -2.9% | +1.8% | -4.6% | -3.5% |
| 30D | +16.1% | +12.2% | +3.9% | +11.3% |
| 3M | +6.7% | +10.7% | -3.9% | +2.7% |
| 6M | +6.0% | +27.5% | -21.5% | -3.5% |
| YTD | -9.8% | +31.3% | -41.1% | -18.4% |
| 1Y | -12.3% | +29.9% | -42.2% | -20.1% |
| All | -12.3% | +31.1% | -43.5% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling