+0.6%
OTIS vs CVE
+68.0%
-67.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +1.7% | -10.0% | +11.7% | +1.8% |
| 30D | +18.5% | -11.9% | +30.3% | +18.5% |
| 3M | +7.9% | -5.9% | +13.8% | +7.6% |
| 6M | +5.7% | -1.6% | +7.3% | +5.2% |
| YTD | -9.1% | +66.3% | -75.3% | -13.9% |
| 1Y | -11.6% | +57.5% | -69.1% | -15.9% |
| 3Y | +0.6% | +65.4% | -64.9% | -7.4% |
| All | +0.6% | +68.0% | -67.5% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling