+176.1%
CHRW vs OTIS
+91.3%
+84.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.5% | -0.4% |
| 7D | +3.5% | -3.0% | +6.4% | +4.5% |
| 30D | +4.6% | -6.0% | +10.6% | +6.8% |
| 3M | -19.7% | -0.9% | -18.8% | -19.6% |
| 6M | -12.4% | -17.3% | +4.9% | -6.8% |
| YTD | -3.9% | -19.6% | +15.7% | +2.8% |
| 1Y | +18.4% | -21.0% | +39.4% | +27.3% |
| 3Y | +88.8% | -12.1% | +100.9% | +91.3% |
| 5Y | +93.5% | -17.1% | +110.6% | +96.5% |
| All | +176.1% | +91.3% | +84.9% | +134.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling