+11,123.5%
CLS vs OTIS
+93.9%
+11,029.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.6% | +7.3% | +6.4% |
| 7D | +12.8% | -0.8% | +13.5% | +13.1% |
| 30D | +3.8% | -4.7% | +8.6% | +6.0% |
| 3M | -14.6% | +1.2% | -15.9% | -16.0% |
| 6M | +32.2% | -20.5% | +52.8% | +46.0% |
| YTD | +11.6% | -18.4% | +30.1% | +20.9% |
| 1Y | +35.1% | -18.1% | +53.1% | +45.3% |
| 3Y | +1,312.5% | -10.6% | +1,323.1% | +1,259.8% |
| 5Y | +3,542.1% | -16.1% | +3,558.1% | +3,467.9% |
| All | +11,123.5% | +93.9% | +11,029.5% | +7,408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling