+848.2%
CLS vs OTIS
0.0%
+848.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.8% | +9.3% | +8.4% |
| 7D | +2.8% | -2.9% | +5.6% | +2.3% |
| 30D | -30.1% | +16.1% | -46.2% | -29.3% |
| 3M | -21.7% | +6.7% | -28.5% | -20.8% |
| 6M | -36.2% | +6.0% | -42.2% | -35.4% |
| YTD | -17.8% | -9.8% | -8.0% | -16.2% |
| 1Y | -26.8% | -12.3% | -14.5% | -25.1% |
| All | +848.2% | 0.0% | +848.2% | +691.3% |
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