+91.2%
OTIS vs CFG
+488.4%
-397.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +1.7% | +0.7% | +1.0% | +1.5% |
| 30D | +18.5% | +2.8% | +15.7% | +17.7% |
| 3M | +7.9% | -10.1% | +18.0% | +10.5% |
| 6M | +5.7% | +3.2% | +2.5% | +4.6% |
| YTD | -9.1% | +14.2% | -23.2% | -12.4% |
| 1Y | -11.6% | +27.4% | -39.0% | -17.2% |
| 3Y | +0.6% | +187.6% | -187.0% | -25.6% |
| 5Y | +1.8% | +65.7% | -63.9% | -14.9% |
| All | +91.2% | +488.4% | -397.2% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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