+91.2%
OTIS vs CF
+578.7%
-487.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.4% | -1.1% |
| 7D | +1.7% | +4.8% | -3.0% | +1.1% |
| 30D | +18.5% | +9.7% | +8.8% | +17.2% |
| 3M | +7.9% | +1.2% | +6.6% | +7.5% |
| 6M | +5.7% | +7.4% | -1.7% | +4.3% |
| YTD | -9.1% | +60.5% | -69.6% | -16.2% |
| 1Y | -11.6% | +50.7% | -62.3% | -17.9% |
| 3Y | +0.6% | +64.8% | -64.2% | -9.5% |
| 5Y | +1.8% | +115.8% | -113.9% | -17.3% |
| All | +91.2% | +578.7% | -487.5% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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