+4.3%
OTIS vs CVE
+142.8%
-138.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +4.2% | -16.1% | +20.4% | +5.5% |
| 30D | +20.1% | -10.4% | +30.5% | +20.9% |
| 3M | +7.6% | -2.4% | +10.0% | +7.3% |
| 6M | +4.2% | -4.4% | +8.6% | +3.9% |
| YTD | -8.1% | +64.9% | -73.0% | -14.4% |
| 1Y | -11.5% | +66.0% | -77.5% | -17.7% |
| 3Y | +3.8% | +57.7% | -53.9% | -4.5% |
| All | +4.3% | +142.8% | -138.5% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling