-44.8%
CSGP vs OTIS
+97.1%
-141.9%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.1% | -2.3% |
| 7D | -4.1% | -0.7% | -3.3% | -3.7% |
| 30D | +2.3% | -2.0% | +4.3% | +3.2% |
| 3M | -8.2% | +2.6% | -10.7% | -9.3% |
| 6M | -35.1% | -20.9% | -14.1% | -27.8% |
| YTD | -54.0% | -17.1% | -36.9% | -50.1% |
| 1Y | -65.3% | -15.9% | -49.4% | -62.7% |
| 3Y | -62.6% | -12.7% | -49.8% | -61.9% |
| 5Y | -64.8% | -15.7% | -49.1% | -64.8% |
| All | -44.8% | +97.1% | -141.9% | -57.7% |
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 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