+444.7%
CMI vs OTIS
+91.8%
+352.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -0.7% |
| 7D | +0.7% | -2.2% | +2.9% | +1.7% |
| 30D | -12.3% | -4.3% | -8.0% | -10.6% |
| 3M | -16.8% | -2.2% | -14.6% | -16.4% |
| 6M | +1.5% | -19.9% | +21.4% | +12.1% |
| YTD | +9.8% | -19.3% | +29.1% | +20.3% |
| 1Y | +42.6% | -19.6% | +62.1% | +56.3% |
| 3Y | +151.0% | -11.5% | +162.5% | +156.7% |
| 5Y | +167.0% | -16.8% | +183.8% | +176.2% |
| All | +444.7% | +91.8% | +352.8% | +315.4% |
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