+261.3%
CLF vs OTIS
+91.8%
+169.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | -2.7% | -2.2% | -0.5% | -1.1% |
| 30D | -3.2% | -4.3% | +1.1% | -0.5% |
| 3M | -5.0% | -2.2% | -2.8% | -4.1% |
| 6M | +26.6% | -19.9% | +46.5% | +47.0% |
| YTD | -9.0% | -19.3% | +10.4% | +4.9% |
| 1Y | +11.8% | -19.6% | +31.4% | +28.8% |
| 3Y | -15.1% | -11.5% | -3.6% | -12.0% |
| 5Y | -48.2% | -16.8% | -31.4% | -44.4% |
| All | +261.3% | +91.8% | +169.5% | +163.4% |
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 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