+50.0%
CI vs OTIS
+3.9%
+46.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | +4.7% | +19.4% | -14.8% | -0.3% |
| 3M | +5.2% | +7.1% | -1.9% | +3.1% |
| 6M | +3.8% | +6.6% | -2.8% | +1.7% |
| YTD | +9.2% | -8.3% | +17.5% | +11.2% |
| 1Y | +14.3% | -11.6% | +25.9% | +17.6% |
| 3Y | +8.4% | +3.1% | +5.3% | +5.1% |
| 5Y | +50.0% | +2.5% | +47.6% | +41.1% |
| All | +50.0% | +3.9% | +46.2% | +41.1% |
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 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