+44.5%
CI vs OTIS
-13.2%
+57.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +1.3% | -0.7% | +2.0% | +1.5% |
| 30D | +4.4% | -2.0% | +6.4% | +5.0% |
| 3M | +0.7% | +2.6% | -1.9% | -0.2% |
| 6M | +0.3% | -20.9% | +21.3% | +6.7% |
| YTD | +3.8% | -17.1% | +20.9% | +8.8% |
| 1Y | -5.5% | -15.9% | +10.4% | -1.5% |
| 3Y | +8.1% | -12.7% | +20.9% | +10.0% |
| All | +44.5% | -13.2% | +57.7% | +41.6% |
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