+51.6%
CMS vs OTIS
+116.3%
-64.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | +0.5% | +1.7% | -1.2% | 0.0% |
| 30D | +7.4% | +18.5% | -11.1% | +2.5% |
| 3M | +1.9% | +7.9% | -6.0% | -0.4% |
| 6M | -2.3% | +5.7% | -8.0% | -4.0% |
| YTD | +3.0% | -9.1% | +12.0% | +5.0% |
| 1Y | -2.8% | -11.6% | +8.8% | -0.1% |
| 3Y | +37.9% | +0.6% | +37.3% | +35.1% |
| 5Y | +34.0% | +1.8% | +32.1% | +28.7% |
| All | +51.6% | +116.3% | -64.6% | +20.3% |
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