-13.3%
CLF vs OTIS
-10.2%
-3.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.2% | +2.0% |
| 7D | +7.6% | -0.7% | +8.3% | +8.0% |
| 30D | -1.2% | -2.0% | +0.8% | -0.4% |
| 3M | -13.4% | +2.6% | -15.9% | -15.0% |
| 6M | +15.4% | -20.9% | +36.3% | +31.0% |
| YTD | -5.9% | -17.1% | +11.2% | +3.6% |
| 1Y | +18.8% | -15.9% | +34.7% | +29.4% |
| All | -13.3% | -10.2% | -3.1% | -17.3% |
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