+266.4%
CLF vs OTIS
+118.0%
+148.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.1% |
| 7D | -14.1% | +0.5% | -14.6% | -14.7% |
| 30D | -5.5% | +19.4% | -25.0% | -17.5% |
| 3M | 0.0% | +7.1% | -7.1% | -6.0% |
| 6M | +11.3% | +6.6% | +4.7% | +4.8% |
| YTD | -7.7% | -8.3% | +0.6% | -3.8% |
| 1Y | +17.5% | -11.6% | +29.1% | +25.7% |
| 3Y | -25.4% | +3.1% | -28.6% | -31.5% |
| 5Y | -46.0% | +2.5% | -48.4% | -50.0% |
| All | +266.4% | +118.0% | +148.3% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling