-3.1%
CMG vs OTIS
-17.8%
+14.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | -2.1% | -3.0% | +0.9% | -0.6% |
| 30D | +10.9% | -6.0% | +16.9% | +14.3% |
| 3M | +15.8% | -0.9% | +16.7% | +15.6% |
| 6M | +6.9% | -17.3% | +24.3% | +17.4% |
| YTD | -2.2% | -19.6% | +17.4% | +8.7% |
| 1Y | -7.1% | -21.0% | +13.9% | +4.3% |
| 3Y | -7.1% | -12.1% | +5.0% | -6.6% |
| All | -3.1% | -17.8% | +14.7% | -5.4% |
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 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