+89.6%
OTIS vs CDW
+124.3%
-34.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.4% |
| 7D | -2.9% | +2.6% | -5.4% | -3.6% |
| 30D | +16.1% | +20.4% | -4.3% | +10.2% |
| 3M | +6.7% | +28.5% | -21.7% | -0.9% |
| 6M | +6.0% | +70.6% | -64.6% | -10.5% |
| YTD | -9.8% | +29.1% | -38.9% | -18.6% |
| 1Y | -12.3% | +23.8% | -36.1% | -19.9% |
| 3Y | -0.2% | -14.5% | +14.2% | +0.5% |
| 5Y | +1.0% | -1.6% | +2.5% | -5.4% |
| All | +89.6% | +124.3% | -34.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling