+236.0%
CMG vs OTIS
+91.8%
+144.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | -6.5% | -2.2% | -4.3% | -5.7% |
| 30D | +12.1% | -4.3% | +16.4% | +14.0% |
| 3M | +20.6% | -2.2% | +22.8% | +21.1% |
| 6M | +2.1% | -19.9% | +22.0% | +11.1% |
| YTD | -2.6% | -19.3% | +16.7% | +5.5% |
| 1Y | -8.7% | -19.6% | +10.9% | -0.9% |
| 3Y | -7.4% | -11.5% | +4.1% | -5.0% |
| 5Y | -5.7% | -16.8% | +11.1% | -4.2% |
| All | +236.0% | +91.8% | +144.2% | +205.6% |
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