-45.4%
CSGP vs OTIS
+118.6%
-164.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.4% |
| 7D | +1.3% | +4.2% | -3.0% | -0.7% |
| 30D | +10.7% | +20.1% | -9.4% | +2.0% |
| 3M | +3.3% | +7.6% | -4.3% | 0.0% |
| 6M | -10.3% | +4.2% | -14.5% | -12.0% |
| YTD | -54.6% | -8.1% | -46.5% | -52.9% |
| 1Y | -54.6% | -11.5% | -43.1% | -52.2% |
| 3Y | -60.3% | +3.8% | -64.1% | -62.9% |
| 5Y | -63.3% | +5.0% | -68.3% | -66.4% |
| All | -45.4% | +118.6% | -164.0% | -60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling