+8.4%
CI vs OTIS
+2.4%
+6.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +4.7% | +19.4% | -14.8% | +0.1% |
| 3M | +5.2% | +7.1% | -1.9% | +3.3% |
| 6M | +3.8% | +6.6% | -2.8% | +1.9% |
| YTD | +9.2% | -8.3% | +17.5% | +10.9% |
| 1Y | +14.3% | -11.6% | +25.9% | +17.2% |
| 3Y | +8.4% | +3.1% | +5.3% | +1.1% |
| All | +8.4% | +2.4% | +6.0% | +1.1% |
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