+74.2%
OTIS vs CVE
+2,110.0%
-2,035.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.7% | +2.5% | -3.2% | -1.0% |
| 30D | -2.0% | +16.7% | -18.7% | -3.4% |
| 3M | +2.6% | +9.3% | -6.7% | +1.5% |
| 6M | -20.9% | +43.6% | -64.5% | -24.0% |
| YTD | -17.1% | +93.6% | -110.7% | -22.9% |
| 1Y | -15.9% | +98.8% | -114.7% | -22.1% |
| 3Y | -12.7% | +73.6% | -86.3% | -19.1% |
| 5Y | -15.7% | +312.5% | -328.2% | -28.7% |
| All | +74.2% | +2,110.0% | -2,035.7% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling