-62.8%
CSGP vs OTIS
-12.6%
-50.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -0.7% | -3.3% | -3.9% |
| 30D | +2.3% | -2.0% | +4.3% | +2.8% |
| 3M | -8.2% | +2.6% | -10.7% | -8.8% |
| 6M | -35.1% | -20.9% | -14.1% | -30.9% |
| YTD | -54.0% | -17.1% | -36.9% | -51.7% |
| 1Y | -65.3% | -15.9% | -49.4% | -63.7% |
| All | -62.8% | -12.6% | -50.2% | -67.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling