+74.9%
CB vs OTIS
0.0%
+74.9%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | +2.9% | -1.8% | +4.8% | +3.6% |
| 30D | +7.3% | +12.1% | -4.8% | +3.3% |
| 3M | +9.4% | +6.8% | +2.6% | +6.9% |
| 6M | +19.6% | +7.1% | +12.5% | +16.6% |
| YTD | +21.5% | -9.8% | +31.3% | +25.1% |
| 1Y | +28.0% | -12.6% | +40.6% | +33.3% |
| 3Y | +74.9% | +0.1% | +74.8% | +77.7% |
| All | +74.9% | 0.0% | +74.9% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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