-15.1%
CIFR vs OTIS
-0.1%
-14.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | +28.8% | -3.0% | +31.8% | +30.5% |
| 30D | -36.9% | +14.0% | -50.9% | -42.5% |
| 3M | -60.0% | +4.9% | -64.9% | -61.8% |
| 6M | -64.4% | +5.4% | -69.7% | -66.6% |
| YTD | -51.6% | -10.2% | -41.4% | -49.6% |
| 1Y | -58.9% | -13.4% | -45.5% | -56.1% |
| 3Y | +139.9% | -0.7% | +140.6% | +126.9% |
| 5Y | -15.1% | -2.1% | -13.0% | -26.8% |
| All | -15.1% | -0.1% | -14.9% | -26.8% |
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