-16.8%
OTIS vs CDW
-23.8%
+7.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -2.2% | -4.2% | +2.1% | -1.1% |
| 30D | -4.3% | +4.9% | -9.2% | -5.7% |
| 3M | -2.2% | +7.3% | -9.5% | -4.7% |
| 6M | -19.9% | +19.2% | -39.1% | -26.1% |
| YTD | -19.3% | +6.2% | -25.5% | -22.9% |
| 1Y | -19.6% | -14.0% | -5.5% | -17.5% |
| 3Y | -11.5% | -30.0% | +18.5% | -4.8% |
| 5Y | -16.8% | -23.6% | +6.8% | -17.0% |
| All | -16.8% | -23.8% | +7.0% | -17.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling