+3.8%
OTIS vs CP
+26.5%
-22.7%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | 0.0% |
| 7D | +4.2% | +2.8% | +1.5% | +3.2% |
| 30D | +20.1% | +10.2% | +9.9% | +16.0% |
| 3M | +7.6% | +2.4% | +5.2% | +6.6% |
| 6M | +4.2% | +7.7% | -3.5% | +1.2% |
| YTD | -8.1% | +26.0% | -34.1% | -15.6% |
| 1Y | -11.5% | +34.6% | -46.1% | -20.7% |
| 3Y | +3.8% | +26.7% | -22.9% | -4.1% |
| All | +3.8% | +26.5% | -22.7% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling