+69.1%
OTIS vs CLX
-44.1%
+113.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +2.0% |
| 7D | -3.0% | -5.7% | +2.7% | -1.8% |
| 30D | -6.0% | -17.0% | +11.0% | -2.5% |
| 3M | -0.9% | -9.7% | +8.8% | +1.0% |
| 6M | -17.3% | -19.8% | +2.5% | -14.0% |
| YTD | -19.6% | -9.8% | -9.7% | -18.3% |
| 1Y | -21.0% | -26.2% | +5.1% | -16.8% |
| 3Y | -12.1% | -36.2% | +24.1% | -5.5% |
| 5Y | -17.1% | -38.3% | +21.3% | -12.0% |
| All | +69.1% | -44.1% | +113.2% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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