+69.6%
OTIS vs CFG
+524.7%
-455.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -4.3% | -4.5% | +0.2% | -3.3% |
| 3M | -2.2% | +6.3% | -8.5% | -3.8% |
| 6M | -19.9% | +20.6% | -40.5% | -23.6% |
| YTD | -19.3% | +21.2% | -40.6% | -23.4% |
| 1Y | -19.6% | +38.2% | -57.7% | -26.2% |
| 3Y | -11.5% | +185.9% | -197.5% | -34.5% |
| 5Y | -16.8% | +97.0% | -113.8% | -33.3% |
| All | +69.6% | +524.7% | -455.2% | -0.1% |
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