+54.6%
CL vs OTIS
+93.9%
-39.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -5.2% | -4.7% | -0.5% | -4.1% |
| 3M | +3.3% | +1.2% | +2.1% | +3.0% |
| 6M | -4.4% | -20.5% | +16.1% | +0.8% |
| YTD | +13.9% | -18.4% | +32.4% | +19.2% |
| 1Y | +7.6% | -18.1% | +25.7% | +12.4% |
| 3Y | +29.6% | -10.6% | +40.1% | +31.9% |
| 5Y | +28.1% | -16.1% | +44.1% | +29.8% |
| All | +54.6% | +93.9% | -39.3% | +38.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling