+88.8%
OTIS vs CFG
+488.8%
-400.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -3.0% | +1.6% | -4.6% | -3.4% |
| 30D | +14.0% | +3.3% | +10.7% | +13.1% |
| 3M | +4.9% | -11.5% | +16.5% | +7.9% |
| 6M | +5.4% | +6.2% | -0.8% | +3.5% |
| YTD | -10.2% | +14.3% | -24.5% | -13.6% |
| 1Y | -13.4% | +26.7% | -40.1% | -18.8% |
| 3Y | -0.7% | +187.8% | -188.5% | -26.6% |
| 5Y | -2.1% | +61.3% | -63.4% | -17.7% |
| All | +88.8% | +488.8% | -400.0% | +12.7% |
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