+48.3%
CMS vs OTIS
+93.9%
-45.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +1.2% | -0.8% | +2.0% | +1.4% |
| 30D | -3.2% | -4.7% | +1.6% | -1.9% |
| 3M | -2.2% | +1.2% | -3.4% | -2.7% |
| 6M | -9.4% | -20.5% | +11.1% | -3.9% |
| YTD | +0.7% | -18.4% | +19.1% | +5.9% |
| 1Y | +0.4% | -18.1% | +18.4% | +5.3% |
| 3Y | +35.2% | -10.6% | +45.7% | +36.9% |
| 5Y | +24.1% | -16.1% | +40.2% | +25.5% |
| All | +48.3% | +93.9% | -45.6% | +21.3% |
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