+116.0%
CTAS vs OTIS
-0.9%
+117.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.4% | -0.9% |
| 7D | +2.0% | -1.3% | +3.3% | +2.7% |
| 30D | +8.7% | +12.8% | -4.1% | +1.9% |
| 3M | +13.3% | +7.4% | +5.9% | +8.9% |
| 6M | +39.4% | +7.7% | +31.7% | +33.6% |
| YTD | +21.5% | -9.3% | +30.8% | +26.9% |
| 1Y | +21.9% | -12.1% | +34.0% | +29.5% |
| 3Y | +73.6% | +0.6% | +73.0% | +62.6% |
| All | +116.0% | -0.9% | +117.0% | +100.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling