-63.1%
CSGP vs OTIS
-0.9%
-62.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.8% | +2.3% |
| 7D | +1.3% | -1.3% | +2.6% | +2.1% |
| 30D | +2.8% | +12.8% | -10.0% | -3.2% |
| 3M | -6.3% | +7.4% | -13.7% | -9.5% |
| 6M | -3.2% | +7.7% | -10.9% | -7.0% |
| YTD | -54.0% | -9.3% | -44.7% | -51.7% |
| 1Y | -54.8% | -12.1% | -42.7% | -51.8% |
| 3Y | -60.6% | +0.6% | -61.2% | -64.6% |
| All | -63.1% | -0.9% | -62.1% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling