+306.6%
CB vs OTIS
+118.0%
+188.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +6.5% | +19.4% | -12.9% | -0.5% |
| 3M | +4.1% | +7.1% | -3.0% | +1.2% |
| 6M | +14.4% | +6.6% | +7.8% | +11.2% |
| YTD | +17.5% | -8.3% | +25.8% | +20.7% |
| 1Y | +27.5% | -11.6% | +39.1% | +32.9% |
| 3Y | +71.6% | +3.1% | +68.5% | +65.8% |
| 5Y | +100.6% | +2.5% | +98.2% | +91.2% |
| All | +306.6% | +118.0% | +188.6% | +190.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling