+69.1%
OTIS vs CLBK
+105.3%
-36.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -3.0% | -1.5% | -1.5% | -2.7% |
| 30D | -6.0% | -1.0% | -5.0% | -5.8% |
| 3M | -0.9% | +22.9% | -23.8% | -5.3% |
| 6M | -17.3% | +44.2% | -61.5% | -23.7% |
| YTD | -19.6% | +64.0% | -83.5% | -27.9% |
| 1Y | -21.0% | +65.7% | -86.7% | -29.6% |
| 3Y | -12.1% | +54.1% | -66.1% | -21.9% |
| 5Y | -17.1% | +44.7% | -61.8% | -28.7% |
| All | +69.1% | +105.3% | -36.2% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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