+88.8%
OTIS vs CVE
+1,881.8%
-1,793.1%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.6% |
| 7D | -3.0% | +4.6% | -7.6% | -3.3% |
| 30D | +14.0% | -12.0% | +26.0% | +15.0% |
| 3M | +4.9% | -3.8% | +8.7% | +5.0% |
| 6M | +5.4% | -2.7% | +8.1% | +5.1% |
| YTD | -10.2% | +73.6% | -83.8% | -15.9% |
| 1Y | -13.4% | +62.0% | -75.4% | -18.3% |
| 3Y | -0.7% | +72.7% | -73.4% | -8.2% |
| 5Y | -2.1% | +153.9% | -156.0% | -13.8% |
| All | +88.8% | +1,881.8% | -1,793.1% | +61.5% |
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