+41.9%
CMI vs OTIS
-14.9%
+56.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +2.9% |
| 7D | -0.7% | -0.7% | 0.0% | -0.6% |
| 30D | -13.4% | -2.0% | -11.4% | -13.1% |
| 3M | -17.0% | +2.6% | -19.6% | -17.9% |
| 6M | -1.6% | -20.9% | +19.3% | +2.3% |
| YTD | +11.0% | -17.1% | +28.1% | +13.2% |
| 1Y | +41.9% | -15.9% | +57.8% | +45.0% |
| All | +41.9% | -14.9% | +56.8% | +45.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling