+37.6%
CL vs OTIS
+4.7%
+32.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.9% |
| 7D | +1.3% | +4.2% | -2.9% | 0.0% |
| 30D | +11.4% | +20.1% | -8.8% | +5.5% |
| 3M | +4.4% | +7.6% | -3.2% | +2.0% |
| 6M | +10.8% | +4.2% | +6.6% | +8.9% |
| YTD | +25.1% | -8.1% | +33.2% | +26.8% |
| 1Y | +28.0% | -11.5% | +39.5% | +30.9% |
| 3Y | +37.6% | +3.8% | +33.8% | +36.9% |
| All | +37.6% | +4.7% | +32.9% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling