+97.4%
CB vs OTIS
-14.6%
+112.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -0.9% |
| 7D | -0.6% | -0.8% | +0.1% | -0.3% |
| 30D | -3.9% | -4.7% | +0.8% | -2.2% |
| 3M | +4.9% | +1.2% | +3.7% | +4.2% |
| 6M | +3.3% | -20.5% | +23.8% | +11.9% |
| YTD | +8.5% | -18.4% | +27.0% | +16.4% |
| 1Y | +22.1% | -18.1% | +40.1% | +30.5% |
| 3Y | +70.1% | -10.6% | +80.7% | +73.7% |
| 5Y | +97.4% | -16.1% | +113.5% | +99.3% |
| All | +97.4% | -14.6% | +112.0% | +99.3% |
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