+66.1%
OTIS vs CG
+208.4%
-142.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.3% | -1.4% |
| 7D | -5.0% | -9.8% | +4.8% | -2.5% |
| 30D | -6.5% | -10.3% | +3.8% | -4.0% |
| 3M | -2.0% | -1.7% | -0.3% | -2.0% |
| 6M | -20.2% | -9.8% | -10.4% | -18.7% |
| YTD | -21.0% | -25.6% | +4.6% | -15.8% |
| 1Y | -20.9% | -32.5% | +11.7% | -13.9% |
| 3Y | -13.3% | +45.6% | -59.0% | -28.1% |
| 5Y | -18.5% | +3.7% | -22.2% | -27.7% |
| All | +66.1% | +208.4% | -142.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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