+20.8%
CIFR vs OTIS
-19.0%
+39.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.0% | -3.6% | -4.4% |
| 7D | -8.2% | -5.0% | -3.2% | -5.2% |
| 30D | -7.4% | -6.5% | -0.9% | -3.5% |
| 3M | -24.2% | -2.0% | -22.2% | -25.1% |
| 6M | +14.2% | -20.2% | +34.4% | +30.9% |
| YTD | +8.0% | -21.0% | +29.0% | +23.4% |
| 1Y | +55.5% | -20.9% | +76.4% | +75.1% |
| 3Y | +429.6% | -13.3% | +442.9% | +452.9% |
| 5Y | +20.8% | -18.5% | +39.3% | +12.9% |
| All | +20.8% | -19.0% | +39.7% | +12.9% |
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