-36.3%
CCI vs OTIS
-0.9%
-35.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.2% | +0.8% |
| 7D | +2.5% | -1.3% | +3.8% | +3.1% |
| 30D | +14.4% | +12.8% | +1.6% | +8.5% |
| 3M | +21.7% | +7.4% | +14.3% | +17.7% |
| 6M | +4.0% | +7.7% | -3.7% | +0.2% |
| YTD | +6.2% | -9.3% | +15.5% | +10.2% |
| 1Y | +5.4% | -12.1% | +17.5% | +11.0% |
| 3Y | +11.7% | +0.6% | +11.1% | +6.0% |
| All | -36.3% | -0.9% | -35.4% | -40.7% |
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