+71.4%
OTIS vs CLX
-41.7%
+113.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.3% |
| 7D | -0.8% | -3.5% | +2.8% | 0.0% |
| 30D | -4.7% | -11.9% | +7.1% | -2.3% |
| 3M | +1.2% | -2.6% | +3.8% | +1.6% |
| 6M | -20.5% | -18.2% | -2.4% | -17.7% |
| YTD | -18.4% | -5.9% | -12.5% | -17.9% |
| 1Y | -18.1% | -23.8% | +5.8% | -14.3% |
| 3Y | -10.6% | -33.6% | +23.0% | -4.6% |
| 5Y | -16.1% | -35.7% | +19.6% | -11.7% |
| All | +71.4% | -41.7% | +113.1% | +77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling