+200.1%
CSX vs OTIS
+118.0%
+82.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.9% |
| 7D | -2.2% | +0.5% | -2.7% | -2.4% |
| 30D | +6.8% | +19.4% | -12.6% | -1.0% |
| 3M | +0.7% | +7.1% | -6.4% | -2.4% |
| 6M | +13.3% | +6.6% | +6.7% | +9.8% |
| YTD | +40.5% | -8.3% | +48.8% | +44.8% |
| 1Y | +44.7% | -11.6% | +56.3% | +51.5% |
| 3Y | +74.5% | +3.1% | +71.4% | +67.3% |
| 5Y | +52.0% | +2.5% | +49.5% | +44.1% |
| All | +200.1% | +118.0% | +82.0% | +130.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling