+71.4%
OTIS vs CLBK
+107.1%
-35.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -0.8% | +1.1% | -1.9% | -1.0% |
| 30D | -4.7% | +7.8% | -12.5% | -6.3% |
| 3M | +1.2% | +23.9% | -22.6% | -3.5% |
| 6M | -20.5% | +42.3% | -62.8% | -26.5% |
| YTD | -18.4% | +65.4% | -83.8% | -27.0% |
| 1Y | -18.1% | +70.3% | -88.4% | -27.4% |
| 3Y | -10.6% | +54.5% | -65.0% | -20.6% |
| 5Y | -16.1% | +43.1% | -59.2% | -27.4% |
| All | +71.4% | +107.1% | -35.7% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling