-16.5%
OTIS vs CPAY
+55.3%
-71.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.8% | +1.8% |
| 7D | -3.0% | -2.0% | -1.0% | -2.5% |
| 30D | -6.0% | -0.4% | -5.7% | -6.0% |
| 3M | -0.9% | +16.4% | -17.2% | -4.7% |
| 6M | -17.3% | +23.5% | -40.8% | -22.1% |
| YTD | -19.6% | +35.7% | -55.2% | -26.7% |
| 1Y | -21.0% | +30.2% | -51.2% | -27.4% |
| 3Y | -12.1% | +49.7% | -61.8% | -26.1% |
| All | -16.5% | +55.3% | -71.8% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling