+1.5%
CARR vs OTIS
-12.3%
+13.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.4% |
| 7D | -3.8% | -3.0% | -0.8% | -2.0% |
| 30D | -8.9% | -6.0% | -2.9% | -5.6% |
| 3M | -17.3% | -0.9% | -16.4% | -17.3% |
| 6M | -1.4% | -17.3% | +15.9% | +9.8% |
| YTD | +10.0% | -19.6% | +29.6% | +24.1% |
| 1Y | -6.4% | -21.0% | +14.7% | +6.9% |
| 3Y | +1.5% | -12.1% | +13.6% | -3.2% |
| All | +1.5% | -12.3% | +13.8% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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