-60.3%
CSGP vs OTIS
+4.7%
-65.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | +1.3% | +4.2% | -3.0% | -0.2% |
| 30D | +10.7% | +20.1% | -9.4% | +5.0% |
| 3M | +3.3% | +7.6% | -4.3% | +0.8% |
| 6M | -10.3% | +4.2% | -14.5% | -11.7% |
| YTD | -54.6% | -8.1% | -46.5% | -54.0% |
| 1Y | -54.6% | -11.5% | -43.1% | -53.7% |
| 3Y | -60.3% | +3.8% | -64.1% | -66.7% |
| All | -60.3% | +4.7% | -65.0% | -66.7% |
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