+8,074.8%
CLS vs OTIS
+115.8%
+7,959.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.0% | -6.4% | -5.8% |
| 7D | +16.3% | -1.3% | +17.6% | +16.8% |
| 30D | -25.7% | +12.8% | -38.4% | -30.0% |
| 3M | -30.9% | +7.4% | -38.2% | -33.8% |
| 6M | -35.5% | +7.7% | -43.2% | -38.8% |
| YTD | -18.7% | -9.3% | -9.4% | -16.8% |
| 1Y | -17.9% | -12.1% | -5.8% | -14.8% |
| 3Y | +838.1% | +0.6% | +837.5% | +745.4% |
| 5Y | +1,971.9% | -1.1% | +1,973.0% | +1,754.7% |
| All | +8,074.8% | +115.8% | +7,959.1% | +5,063.5% |
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 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