-15.9%
OTIS vs CPAY
+29.9%
-45.8%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -0.7% | +2.1% | -2.8% | -0.9% |
| 30D | -2.0% | +5.5% | -7.5% | -2.4% |
| 3M | +2.6% | +16.6% | -14.0% | +1.3% |
| 6M | -20.9% | +26.7% | -47.6% | -22.3% |
| YTD | -17.1% | +38.4% | -55.5% | -19.4% |
| 1Y | -15.9% | +30.1% | -46.0% | -15.9% |
| All | -15.9% | +29.9% | -45.8% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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