+69.1%
OTIS vs CPB
-46.8%
+115.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.7% |
| 7D | -3.0% | -1.8% | -1.2% | -2.6% |
| 30D | -6.0% | -7.1% | +1.1% | -4.8% |
| 3M | -0.9% | -6.0% | +5.2% | 0.0% |
| 6M | -17.3% | -5.3% | -12.1% | -16.8% |
| YTD | -19.6% | -20.8% | +1.3% | -16.6% |
| 1Y | -21.0% | -33.8% | +12.8% | -15.3% |
| 3Y | -12.1% | -43.7% | +31.6% | -3.7% |
| 5Y | -17.1% | -40.7% | +23.6% | -11.9% |
| All | +69.1% | -46.8% | +115.8% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling