+91.2%
OTIS vs CP
+169.2%
-78.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.6% | -0.7% |
| 7D | +1.7% | +2.8% | -1.1% | +0.6% |
| 30D | +18.5% | +11.0% | +7.4% | +13.6% |
| 3M | +7.9% | +3.8% | +4.0% | +6.1% |
| 6M | +5.7% | +9.5% | -3.8% | +1.7% |
| YTD | -9.1% | +28.2% | -37.3% | -18.2% |
| 1Y | -11.6% | +33.0% | -44.5% | -21.7% |
| 3Y | +0.6% | +35.5% | -35.0% | -13.0% |
| 5Y | +1.8% | +25.8% | -23.9% | -10.4% |
| All | +91.2% | +169.2% | -78.1% | +20.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling