+74.2%
OTIS vs CG
+236.3%
-162.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | 0.0% |
| 7D | -0.7% | -4.3% | +3.6% | +0.4% |
| 30D | -2.0% | -5.1% | +3.1% | -0.9% |
| 3M | +2.6% | +8.7% | -6.1% | 0.0% |
| 6M | -20.9% | -9.2% | -11.7% | -19.6% |
| YTD | -17.1% | -18.9% | +1.8% | -13.6% |
| 1Y | -15.9% | -25.6% | +9.7% | -10.7% |
| 3Y | -12.7% | +57.3% | -70.0% | -29.0% |
| 5Y | -15.7% | +10.2% | -25.9% | -26.3% |
| All | +74.2% | +236.3% | -162.1% | +7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling