+367.1%
CTAS vs OTIS
+97.1%
+270.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -1.8% | -0.7% | -1.1% | -1.5% |
| 30D | -0.2% | -2.0% | +1.8% | +0.7% |
| 3M | +11.7% | +2.6% | +9.1% | +10.3% |
| 6M | +0.7% | -20.9% | +21.6% | +12.4% |
| YTD | +7.4% | -17.1% | +24.5% | +17.0% |
| 1Y | -2.1% | -15.9% | +13.8% | +5.7% |
| 3Y | +62.9% | -12.7% | +75.7% | +68.9% |
| 5Y | +111.9% | -15.7% | +127.6% | +118.2% |
| All | +367.1% | +97.1% | +270.0% | +259.2% |
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