-55.7%
CSGP vs OTIS
-12.0%
-43.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.4% |
| 7D | -3.2% | +1.7% | -4.9% | -4.1% |
| 30D | +2.2% | +18.5% | -16.2% | -5.3% |
| 3M | -3.7% | +7.9% | -11.5% | -7.5% |
| 6M | -7.4% | +5.7% | -13.1% | -10.4% |
| YTD | -54.9% | -9.1% | -45.8% | -53.4% |
| All | -55.7% | -12.0% | -43.6% | -53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling