+107.8%
CB vs OTIS
-0.9%
+108.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | 0.0% | +0.7% |
| 7D | +2.9% | -1.3% | +4.2% | +3.4% |
| 30D | +7.3% | +12.8% | -5.5% | +2.6% |
| 3M | +9.4% | +7.4% | +2.0% | +6.4% |
| 6M | +19.6% | +7.7% | +11.9% | +15.9% |
| YTD | +21.5% | -9.3% | +30.7% | +25.3% |
| 1Y | +28.0% | -12.1% | +40.1% | +33.6% |
| 3Y | +74.9% | +0.6% | +74.2% | +70.3% |
| All | +107.8% | -0.9% | +108.7% | +98.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling