-10.0%
CHRW vs OTIS
-12.5%
+2.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.1% |
| 7D | +7.3% | -1.3% | +8.6% | +7.5% |
| 30D | -3.6% | +12.8% | -16.4% | -5.0% |
| 3M | -9.6% | +7.4% | -17.0% | -9.5% |
| 6M | -17.0% | +7.7% | -24.7% | -16.9% |
| YTD | -15.4% | -9.3% | -6.2% | -14.8% |
| 1Y | -10.0% | -12.1% | +2.1% | -8.8% |
| All | -10.0% | -12.5% | +2.5% | -8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling