-11.7%
CCI vs OTIS
-13.8%
+2.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.0% |
| 7D | -4.4% | -5.0% | +0.6% | -2.6% |
| 30D | +0.3% | -6.5% | +6.8% | +2.7% |
| 3M | -20.0% | -2.0% | -18.0% | -19.6% |
| 6M | -14.5% | -20.2% | +5.7% | -7.3% |
| YTD | -14.9% | -21.0% | +6.1% | -7.5% |
| 1Y | -17.7% | -20.9% | +3.2% | -10.8% |
| All | -11.7% | -13.8% | +2.1% | -17.1% |
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