+69.1%
OTIS vs CGNX
+50.5%
+18.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.1% | -2.3% | +1.0% |
| 7D | -3.0% | +3.2% | -6.1% | -3.5% |
| 30D | -6.0% | +6.0% | -12.0% | -7.2% |
| 3M | -0.9% | +3.5% | -4.4% | -2.3% |
| 6M | -17.3% | +26.3% | -43.6% | -22.0% |
| YTD | -19.6% | +79.2% | -98.8% | -30.6% |
| 1Y | -21.0% | +43.8% | -64.8% | -29.0% |
| 3Y | -12.1% | +52.0% | -64.0% | -25.1% |
| 5Y | -17.1% | -24.0% | +7.0% | -17.3% |
| All | +69.1% | +50.5% | +18.5% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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