+28.1%
CL vs OTIS
-14.6%
+42.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.1% |
| 30D | -5.2% | -4.7% | -0.5% | -3.9% |
| 3M | +3.3% | +1.2% | +2.1% | +2.9% |
| 6M | -4.4% | -20.5% | +16.1% | +1.7% |
| YTD | +13.9% | -18.4% | +32.4% | +20.1% |
| 1Y | +7.6% | -18.1% | +25.7% | +13.3% |
| 3Y | +29.6% | -10.6% | +40.1% | +31.7% |
| 5Y | +28.1% | -16.1% | +44.1% | +26.2% |
| All | +28.1% | -14.6% | +42.6% | +26.2% |
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 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