-42.8%
CSGP vs OTIS
+120.0%
-162.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.4% |
| 7D | +13.9% | +6.5% | +7.4% | +10.6% |
| 30D | +16.0% | +19.6% | -3.6% | +7.0% |
| 3M | +6.1% | +9.4% | -3.3% | +1.9% |
| 6M | -8.2% | +6.4% | -14.6% | -10.8% |
| YTD | -52.3% | -7.5% | -44.9% | -50.8% |
| 1Y | -54.5% | -11.0% | -43.5% | -52.2% |
| 3Y | -58.6% | +5.2% | -63.7% | -61.5% |
| 5Y | -61.5% | +5.7% | -67.2% | -64.8% |
| All | -42.8% | +120.0% | -162.8% | -58.2% |
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