+53.9%
CL vs OTIS
+91.8%
-37.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -2.3% | -2.2% | -0.1% | -1.8% |
| 30D | -5.5% | -4.3% | -1.2% | -4.5% |
| 3M | +0.8% | -2.2% | +3.0% | +1.3% |
| 6M | -4.2% | -19.9% | +15.7% | +0.8% |
| YTD | +13.4% | -19.3% | +32.8% | +19.0% |
| 1Y | +7.1% | -19.6% | +26.6% | +12.3% |
| 3Y | +29.0% | -11.5% | +40.5% | +31.7% |
| 5Y | +28.3% | -16.8% | +45.1% | +30.4% |
| All | +53.9% | +91.8% | -37.9% | +38.0% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling