+74.2%
OTIS vs CFG
+537.4%
-463.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.7% | +1.5% | -2.3% | -1.1% |
| 30D | -2.0% | -3.8% | +1.8% | -1.1% |
| 3M | +2.6% | +11.5% | -8.9% | -0.3% |
| 6M | -20.9% | +19.2% | -40.1% | -24.4% |
| YTD | -17.1% | +23.7% | -40.8% | -21.6% |
| 1Y | -15.9% | +38.8% | -54.8% | -22.9% |
| 3Y | -12.7% | +178.9% | -191.6% | -34.9% |
| 5Y | -15.7% | +101.8% | -117.5% | -32.9% |
| All | +74.2% | +537.4% | -463.2% | +2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling