+43.4%
CTSH vs OTIS
+91.3%
-47.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +2.0% |
| 7D | -3.7% | -3.0% | -0.7% | -2.3% |
| 30D | +3.7% | -6.0% | +9.7% | +6.8% |
| 3M | +17.9% | -0.9% | +18.8% | +18.3% |
| 6M | -2.6% | -17.3% | +14.7% | +6.1% |
| YTD | -26.4% | -19.6% | -6.8% | -18.9% |
| 1Y | -13.0% | -21.0% | +8.0% | -3.3% |
| 3Y | -11.2% | -12.1% | +0.9% | -8.4% |
| 5Y | -14.3% | -17.1% | +2.8% | -11.0% |
| All | +43.4% | +91.3% | -47.8% | +11.6% |
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