+61.3%
CHRW vs OTIS
+0.9%
+60.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.8% | +4.5% | +4.0% |
| 7D | -0.1% | -2.9% | +2.8% | +0.9% |
| 30D | -4.3% | +16.1% | -20.4% | -9.2% |
| 3M | -7.4% | +6.7% | -14.2% | -9.6% |
| 6M | -20.7% | +6.0% | -26.7% | -22.5% |
| YTD | -15.9% | -9.8% | -6.1% | -13.2% |
| 1Y | -9.9% | -12.3% | +2.5% | -6.0% |
| 3Y | +79.0% | -0.2% | +79.2% | +69.5% |
| 5Y | +61.3% | +1.0% | +60.4% | +47.7% |
| All | +61.3% | +0.9% | +60.4% | +47.7% |
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