+69.1%
OTIS vs CPAY
+106.8%
-37.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -22.0% |
| YTD | -19.6% | +35.7% | -55.2% | -26.6% |
| 1Y | -21.0% | +30.2% | -51.2% | -27.4% |
| 3Y | -12.1% | +49.7% | -61.8% | -24.7% |
| 5Y | -17.1% | +56.6% | -73.6% | -32.0% |
| All | +69.1% | +106.8% | -37.7% | +26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling