-16.1%
OTIS vs CP
+34.0%
-50.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -0.8% | +2.4% | -3.2% | -1.7% |
| 30D | -4.7% | -0.5% | -4.2% | -4.6% |
| 3M | +1.2% | +1.4% | -0.2% | +0.4% |
| 6M | -20.5% | +10.3% | -30.8% | -24.0% |
| YTD | -18.4% | +24.3% | -42.7% | -25.9% |
| 1Y | -18.1% | +20.4% | -38.5% | -24.7% |
| 3Y | -10.6% | +21.8% | -32.3% | -19.6% |
| 5Y | -16.1% | +31.5% | -47.6% | -28.9% |
| All | -16.1% | +34.0% | -50.1% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling