+281.0%
CB vs OTIS
+97.1%
+183.9%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | -3.1% | -2.0% | -1.1% | -2.4% |
| 3M | +9.0% | +2.6% | +6.4% | +7.7% |
| 6M | +2.9% | -20.9% | +23.8% | +12.1% |
| YTD | +10.1% | -17.1% | +27.2% | +17.7% |
| 1Y | +22.8% | -15.9% | +38.7% | +30.4% |
| 3Y | +73.8% | -12.7% | +86.5% | +79.4% |
| 5Y | +99.2% | -15.7% | +114.9% | +104.9% |
| All | +281.0% | +97.1% | +183.9% | +183.6% |
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