-12.3%
OTIS vs CDW
+23.0%
-35.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.0% |
| 7D | -2.9% | +2.6% | -5.4% | -3.1% |
| 30D | +16.1% | +20.4% | -4.3% | +14.4% |
| 3M | +6.7% | +28.5% | -21.7% | +4.7% |
| 6M | +6.0% | +70.6% | -64.6% | +1.9% |
| YTD | -9.8% | +29.1% | -38.9% | -13.6% |
| 1Y | -12.3% | +23.8% | -36.1% | -16.0% |
| All | -12.3% | +23.0% | -35.4% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling