+94.5%
OTIS vs CVE
+1,794.0%
-1,699.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | -0.2% |
| 7D | +6.5% | -14.1% | +20.6% | +7.8% |
| 30D | +19.6% | -11.6% | +31.2% | +20.7% |
| 3M | +9.4% | 0.0% | +9.4% | +9.0% |
| 6M | +6.4% | -8.4% | +14.8% | +6.6% |
| YTD | -7.5% | +65.9% | -73.4% | -13.0% |
| 1Y | -11.0% | +69.4% | -80.4% | -16.6% |
| 3Y | +5.2% | +55.9% | -50.8% | -1.8% |
| 5Y | +5.7% | +146.2% | -140.4% | -6.7% |
| All | +94.5% | +1,794.0% | -1,699.5% | +67.0% |
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