+92.7%
OTIS vs CVE
+1,792.6%
-1,699.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.3% |
| 7D | +0.5% | -10.1% | +10.6% | +1.3% |
| 30D | +19.4% | -12.1% | +31.5% | +20.5% |
| 3M | +7.1% | -1.9% | +9.0% | +6.9% |
| 6M | +6.6% | -1.8% | +8.4% | +6.1% |
| YTD | -8.3% | +65.8% | -74.1% | -13.8% |
| 1Y | -11.6% | +60.8% | -72.4% | -16.7% |
| 3Y | +3.1% | +70.1% | -67.0% | -4.6% |
| 5Y | +2.5% | +134.8% | -132.3% | -9.2% |
| All | +92.7% | +1,792.6% | -1,699.9% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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