+74.2%
OTIS vs CF
+639.7%
-565.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.9% | 0.0% |
| 7D | -0.7% | +6.0% | -6.7% | -1.4% |
| 30D | -2.0% | +14.8% | -16.8% | -3.6% |
| 3M | +2.6% | +14.1% | -11.5% | +0.8% |
| 6M | -20.9% | +28.5% | -49.5% | -24.3% |
| YTD | -17.1% | +74.9% | -92.1% | -24.3% |
| 1Y | -15.9% | +61.7% | -77.6% | -22.5% |
| 3Y | -12.7% | +80.3% | -93.1% | -22.3% |
| 5Y | -15.7% | +226.0% | -241.7% | -37.6% |
| All | +74.2% | +639.7% | -565.4% | -0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling