+10.7%
CARR vs OTIS
-17.8%
+28.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.3% | +0.1% |
| 7D | -3.8% | -3.0% | -0.8% | -1.6% |
| 30D | -8.9% | -6.0% | -2.9% | -4.7% |
| 3M | -17.3% | -0.9% | -16.4% | -17.3% |
| 6M | -1.4% | -17.3% | +15.9% | +12.9% |
| YTD | +10.0% | -19.6% | +29.6% | +28.0% |
| 1Y | -6.4% | -21.0% | +14.7% | +10.5% |
| 3Y | +1.5% | -12.1% | +13.6% | +3.9% |
| All | +10.7% | -17.8% | +28.4% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling