+52.4%
CTSH vs OTIS
+113.5%
-61.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.8% |
| 7D | -4.2% | -3.0% | -1.2% | -2.8% |
| 30D | +3.9% | +14.0% | -10.0% | -2.4% |
| 3M | +10.2% | +4.9% | +5.3% | +7.6% |
| 6M | +35.3% | +5.4% | +29.9% | +31.6% |
| YTD | -21.8% | -10.2% | -11.6% | -18.3% |
| 1Y | -12.1% | -13.4% | +1.2% | -6.6% |
| 3Y | +2.0% | -0.7% | +2.8% | -0.7% |
| 5Y | -15.3% | -2.1% | -13.2% | -18.3% |
| All | +52.4% | +113.5% | -61.1% | +12.5% |
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