+0.6%
OTIS vs CLX
-6.4%
+7.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.1% | +0.7% |
| 7D | -1.3% | +9.5% | -10.8% | -3.7% |
| 30D | +12.8% | +30.7% | -17.9% | +4.9% |
| 3M | +7.4% | +4.2% | +3.1% | +5.7% |
| 6M | +7.7% | +22.1% | -14.4% | +1.5% |
| YTD | -9.3% | +14.1% | -23.3% | -13.5% |
| 1Y | -12.1% | +10.3% | -22.4% | -15.5% |
| 3Y | +0.6% | -7.8% | +8.4% | +1.9% |
| All | +0.6% | -6.4% | +7.0% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling