-18.5%
OTIS vs CLBK
+41.8%
-60.4%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.6% | -2.1% |
| 7D | -5.0% | -1.4% | -3.7% | -4.8% |
| 30D | -6.5% | +4.5% | -11.0% | -7.2% |
| 3M | -2.0% | +22.8% | -24.7% | -5.4% |
| 6M | -20.2% | +43.4% | -63.6% | -25.0% |
| YTD | -21.0% | +64.1% | -85.1% | -27.5% |
| 1Y | -20.9% | +67.6% | -88.4% | -27.8% |
| 3Y | -13.3% | +53.3% | -66.6% | -20.8% |
| 5Y | -18.5% | +44.8% | -63.4% | -27.8% |
| All | -18.5% | +41.8% | -60.4% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling