+54.0%
CTSH vs OTIS
+114.5%
-60.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | -2.1% | -2.9% | +0.8% | -0.7% |
| 30D | +8.0% | +16.1% | -8.1% | +0.5% |
| 3M | +10.6% | +6.7% | +3.8% | +7.1% |
| 6M | +32.5% | +6.0% | +26.5% | +28.5% |
| YTD | -21.0% | -9.8% | -11.2% | -17.6% |
| 1Y | -9.9% | -12.3% | +2.4% | -4.8% |
| 3Y | +3.1% | -0.2% | +3.4% | +0.1% |
| 5Y | -13.4% | +1.0% | -14.4% | -17.6% |
| All | +54.0% | +114.5% | -60.5% | +13.4% |
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