-10.6%
OTIS vs CPB
-40.5%
+30.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | -0.8% | -8.2% | +7.5% | +0.3% |
| 30D | -4.7% | -5.6% | +0.9% | -4.1% |
| 3M | +1.2% | +3.0% | -1.7% | +0.7% |
| 6M | -20.5% | -12.7% | -7.8% | -19.5% |
| YTD | -18.4% | -18.0% | -0.5% | -17.1% |
| 1Y | -18.1% | -31.7% | +13.7% | -14.9% |
| 3Y | -10.6% | -41.0% | +30.4% | -4.5% |
| All | -10.6% | -40.5% | +30.0% | -4.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling