-45.8%
CSGP vs OTIS
+116.3%
-162.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | -3.2% | +1.7% | -4.9% | -3.9% |
| 30D | +2.2% | +18.5% | -16.2% | -5.2% |
| 3M | -3.7% | +7.9% | -11.5% | -6.8% |
| 6M | -7.4% | +5.7% | -13.1% | -9.8% |
| YTD | -54.9% | -9.1% | -45.8% | -53.0% |
| 1Y | -54.9% | -11.6% | -43.3% | -52.4% |
| 3Y | -61.9% | +0.6% | -62.5% | -63.8% |
| 5Y | -63.1% | +1.8% | -65.0% | -65.7% |
| All | -45.8% | +116.3% | -162.1% | -60.1% |
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