+15.7%
CI vs OTIS
-12.0%
+27.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.4% | +2.8% |
| 7D | +2.6% | +1.7% | +0.9% | +2.2% |
| 30D | +7.3% | +18.5% | -11.1% | +3.2% |
| 3M | +9.5% | +7.9% | +1.6% | +7.4% |
| 6M | +6.4% | +5.7% | +0.7% | +4.7% |
| YTD | +12.0% | -9.1% | +21.1% | +12.2% |
| All | +15.7% | -12.0% | +27.7% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling