+69.6%
OTIS vs CP
+158.0%
-88.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -4.3% | -0.5% | -3.8% | -4.2% |
| 3M | -2.2% | +0.1% | -2.2% | -2.4% |
| 6M | -19.9% | +7.8% | -27.7% | -22.6% |
| YTD | -19.3% | +22.9% | -42.2% | -26.2% |
| 1Y | -19.6% | +21.3% | -40.9% | -26.1% |
| 3Y | -11.5% | +20.4% | -31.9% | -19.7% |
| 5Y | -16.8% | +34.9% | -51.7% | -28.7% |
| All | +69.6% | +158.0% | -88.4% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling