-20.2%
OTIS vs CNI
+14.7%
-34.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.8% |
| 7D | -5.0% | -1.1% | -3.9% | -4.6% |
| 30D | -6.5% | -3.5% | -3.0% | -5.2% |
| 3M | -2.0% | +2.2% | -4.2% | -3.1% |
| 6M | -20.2% | +15.1% | -35.3% | -25.8% |
| All | -20.2% | +14.7% | -34.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 6mo: compounded portfolio wealth divided by compounded CNI 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…
6mo analysis · Full analysis span regression · 6 months rolling