-11.3%
CTSH vs OTIS
-10.9%
-0.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.6% | -2.2% | -3.2% |
| 7D | -5.5% | -0.8% | -4.7% | -5.2% |
| 30D | +4.5% | -4.7% | +9.2% | +6.5% |
| 3M | +13.7% | +1.2% | +12.5% | +13.2% |
| 6M | -8.4% | -20.5% | +12.1% | +0.2% |
| YTD | -26.5% | -18.4% | -8.1% | -20.6% |
| 1Y | -13.9% | -18.1% | +4.2% | -7.2% |
| 3Y | -11.3% | -10.6% | -0.8% | -12.1% |
| All | -11.3% | -10.9% | -0.4% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling