-44.7%
CSGP vs OTIS
+114.5%
-159.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.6% |
| 7D | +1.3% | -1.8% | +3.2% | +2.3% |
| 30D | +2.8% | +12.1% | -9.3% | -2.2% |
| 3M | -6.3% | +6.8% | -13.1% | -8.8% |
| 6M | -3.2% | +7.1% | -10.3% | -6.2% |
| YTD | -54.0% | -9.8% | -44.2% | -51.8% |
| 1Y | -54.8% | -12.6% | -42.2% | -52.1% |
| 3Y | -60.6% | +0.1% | -60.6% | -62.4% |
| 5Y | -62.6% | -1.7% | -61.0% | -64.8% |
| All | -44.7% | +114.5% | -159.2% | -59.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling