+40.7%
CL vs OTIS
+0.6%
+40.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +3.2% | -1.3% | +4.5% | +3.6% |
| 30D | +8.0% | +12.8% | -4.7% | +4.2% |
| 3M | +7.9% | +7.4% | +0.5% | +5.4% |
| 6M | +14.7% | +7.7% | +7.0% | +11.9% |
| YTD | +29.2% | -9.3% | +38.4% | +31.4% |
| 1Y | +29.5% | -12.1% | +41.6% | +32.9% |
| 3Y | +40.7% | +0.6% | +40.0% | +40.4% |
| All | +40.7% | +0.6% | +40.1% | +40.4% |
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