-10.1%
OTIS vs CP
+35.2%
-45.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.5% | +0.4% | +2.4% |
| 7D | +9.5% | +5.6% | +3.9% | +7.2% |
| 30D | +21.1% | +10.0% | +11.1% | +16.7% |
| 3M | +9.0% | +4.4% | +4.6% | +6.9% |
| 6M | +6.4% | +14.1% | -7.6% | +0.9% |
| YTD | -7.1% | +29.1% | -36.2% | -14.9% |
| 1Y | -10.1% | +34.6% | -44.7% | -18.8% |
| All | -10.1% | +35.2% | -45.4% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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