-29.6%
CLS vs OTIS
-9.8%
-19.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.9% | -12.9% | -6.6% |
| 7D | -21.1% | +9.5% | -30.6% | -16.5% |
| 30D | -38.2% | +21.1% | -59.3% | -32.1% |
| 3M | -36.3% | +9.0% | -45.3% | -32.0% |
| 6M | -43.8% | +6.4% | -50.2% | -39.5% |
| YTD | -20.0% | -7.1% | -12.9% | -17.4% |
| 1Y | -29.6% | -10.1% | -19.5% | -30.0% |
| All | -29.6% | -9.8% | -19.8% | -30.0% |
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