+10,961.9%
CLS vs OTIS
+87.9%
+10,874.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -1.6% |
| 7D | +5.0% | -5.0% | +10.0% | +7.4% |
| 30D | +4.8% | -6.5% | +11.3% | +7.9% |
| 3M | -10.4% | -2.0% | -8.4% | -10.5% |
| 6M | +20.8% | -20.2% | +41.0% | +33.1% |
| YTD | +10.0% | -21.0% | +31.0% | +20.9% |
| 1Y | +28.5% | -20.9% | +49.4% | +40.5% |
| 3Y | +1,292.2% | -13.3% | +1,305.5% | +1,259.4% |
| 5Y | +3,616.8% | -18.5% | +3,635.3% | +3,589.0% |
| All | +10,961.9% | +87.9% | +10,874.0% | +7,406.1% |
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