+362.4%
CTAS vs OTIS
+87.9%
+274.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.2% |
| 7D | -1.3% | -5.0% | +3.7% | +1.2% |
| 30D | -3.1% | -6.5% | +3.4% | +0.1% |
| 3M | +10.3% | -2.0% | +12.2% | +11.3% |
| 6M | +1.6% | -20.2% | +21.8% | +13.0% |
| YTD | +6.3% | -21.0% | +27.3% | +18.5% |
| 1Y | -0.5% | -20.9% | +20.4% | +10.6% |
| 3Y | +64.6% | -13.3% | +77.9% | +70.9% |
| 5Y | +106.0% | -18.5% | +124.5% | +115.8% |
| All | +362.4% | +87.9% | +274.4% | +263.8% |
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 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