-16.1%
OTIS vs CFG
+100.9%
-117.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.3% |
| 7D | -0.8% | +2.7% | -3.4% | -1.4% |
| 30D | -4.7% | -3.7% | -1.0% | -3.9% |
| 3M | +1.2% | +9.5% | -8.2% | -1.2% |
| 6M | -20.5% | +22.2% | -42.8% | -24.6% |
| YTD | -18.4% | +22.3% | -40.8% | -22.8% |
| 1Y | -18.1% | +39.4% | -57.5% | -25.1% |
| 3Y | -10.6% | +188.5% | -199.0% | -35.5% |
| 5Y | -16.1% | +101.5% | -117.6% | -34.0% |
| All | -16.1% | +100.9% | -117.0% | -34.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling