+1,284.2%
CLS vs OTIS
-12.0%
+1,296.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +20.1% | -2.2% | +22.3% | +20.2% |
| 30D | +6.0% | -4.3% | +10.4% | +6.2% |
| 3M | -10.3% | -2.2% | -8.1% | -10.4% |
| 6M | +24.5% | -19.9% | +44.4% | +27.2% |
| YTD | +12.9% | -19.3% | +32.2% | +14.9% |
| 1Y | +36.7% | -19.6% | +56.2% | +39.0% |
| All | +1,284.2% | -12.0% | +1,296.2% | +1,017.1% |
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 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