+92.7%
OTIS vs CF
+561.6%
-468.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.5% | -0.9% | +1.4% | +0.6% |
| 30D | +19.4% | +6.9% | +12.5% | +18.5% |
| 3M | +7.1% | +4.8% | +2.3% | +6.3% |
| 6M | +6.6% | +4.7% | +1.9% | +5.5% |
| YTD | -8.3% | +56.5% | -64.8% | -15.3% |
| 1Y | -11.6% | +48.4% | -60.0% | -17.8% |
| 3Y | +3.1% | +59.1% | -56.0% | -6.8% |
| 5Y | +2.5% | +109.5% | -107.1% | -16.5% |
| All | +92.7% | +561.6% | -468.9% | +11.6% |
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