+11.8%
CLF vs OTIS
-18.7%
+30.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -2.7% | -2.2% | -0.5% | -1.9% |
| 30D | -3.2% | -4.3% | +1.1% | -1.7% |
| 3M | -5.0% | -2.2% | -2.8% | -4.7% |
| 6M | +26.6% | -19.9% | +46.5% | +37.9% |
| YTD | -9.0% | -19.3% | +10.4% | -0.8% |
| 1Y | +11.8% | -19.6% | +31.4% | +22.5% |
| All | +11.8% | -18.7% | +30.5% | +22.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling