+425.9%
CARR vs OTIS
+91.8%
+334.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.1% |
| 7D | +0.6% | -2.2% | +2.8% | +2.5% |
| 30D | -8.7% | -4.3% | -4.3% | -5.4% |
| 3M | -18.4% | -2.2% | -16.2% | -17.4% |
| 6M | -0.6% | -19.9% | +19.3% | +18.7% |
| YTD | +10.9% | -19.3% | +30.3% | +31.0% |
| 1Y | -7.3% | -19.6% | +12.3% | +9.7% |
| 3Y | +2.9% | -11.5% | +14.4% | +6.8% |
| 5Y | +9.6% | -16.8% | +26.4% | +19.5% |
| All | +425.9% | +91.8% | +334.1% | +165.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling