+198.5%
CCL vs OTIS
+115.8%
+82.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -1.2% |
| 7D | -1.2% | -1.3% | +0.1% | -0.2% |
| 30D | +13.1% | +12.8% | +0.3% | +3.1% |
| 3M | +3.4% | +7.4% | -4.0% | -2.7% |
| 6M | +18.7% | +7.7% | +11.0% | +11.3% |
| YTD | -2.3% | -9.3% | +7.0% | +4.5% |
| 1Y | +14.2% | -12.1% | +26.3% | +25.1% |
| 3Y | +133.6% | +0.6% | +132.9% | +114.1% |
| 5Y | +33.5% | -1.1% | +34.6% | +24.2% |
| All | +198.5% | +115.8% | +82.8% | +66.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling