+3,682.3%
CLS vs OTIS
-17.1%
+3,699.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +20.1% | -2.2% | +22.3% | +21.0% |
| 30D | +6.0% | -4.3% | +10.4% | +7.7% |
| 3M | -10.3% | -2.2% | -8.1% | -10.3% |
| 6M | +24.5% | -19.9% | +44.4% | +35.4% |
| YTD | +12.9% | -19.3% | +32.2% | +21.5% |
| 1Y | +36.7% | -19.6% | +56.2% | +46.7% |
| 3Y | +1,328.1% | -11.5% | +1,339.6% | +1,224.7% |
| 5Y | +3,682.3% | -16.8% | +3,699.1% | +3,750.8% |
| All | +3,682.3% | -17.1% | +3,699.4% | +3,750.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling