-12.1%
OTIS vs CPAY
+49.1%
-61.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -3.0% | -2.0% | -1.0% | -2.7% |
| 30D | -6.0% | -0.4% | -5.7% | -6.0% |
| 3M | -0.9% | +16.4% | -17.2% | -3.1% |
| 6M | -17.3% | +23.5% | -40.8% | -20.1% |
| YTD | -19.6% | +35.7% | -55.2% | -23.9% |
| 1Y | -21.0% | +30.2% | -51.2% | -24.8% |
| 3Y | -12.1% | +49.7% | -61.8% | -21.7% |
| All | -12.1% | +49.1% | -61.2% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling