-10.1%
OTIS vs CPAY
+59.0%
-69.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.0% | +0.9% | +3.5% |
| 7D | +9.5% | +5.7% | +3.8% | +8.8% |
| 30D | +21.1% | +4.2% | +16.9% | +20.5% |
| 3M | +9.0% | +5.6% | +3.4% | +8.4% |
| 6M | +6.4% | +34.7% | -28.2% | +4.2% |
| YTD | -7.1% | +39.1% | -46.2% | -10.2% |
| 1Y | -10.1% | +60.3% | -70.4% | -15.2% |
| All | -10.1% | +59.0% | -69.2% | -15.2% |
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