+51.4%
CTSH vs OTIS
+115.8%
-64.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | +1.4% | +12.8% | -11.4% | -4.3% |
| 3M | +7.5% | +7.4% | +0.1% | +3.8% |
| 6M | +39.6% | +7.7% | +31.8% | +34.3% |
| YTD | -22.3% | -9.3% | -13.0% | -19.2% |
| 1Y | -12.0% | -12.1% | +0.2% | -7.1% |
| 3Y | +1.8% | +0.6% | +1.2% | -1.6% |
| 5Y | -15.8% | -1.1% | -14.7% | -19.2% |
| All | +51.4% | +115.8% | -64.3% | +11.2% |
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 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