+88.6%
CHRW vs OTIS
-14.6%
+103.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.3% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +0.9% | -4.7% | +5.7% | +2.7% |
| 3M | -19.9% | +1.2% | -21.1% | -20.3% |
| 6M | -15.8% | -20.5% | +4.7% | -8.7% |
| YTD | -5.6% | -18.4% | +12.9% | +1.0% |
| 1Y | +21.0% | -18.1% | +39.1% | +29.0% |
| 3Y | +86.0% | -10.6% | +96.6% | +84.0% |
| 5Y | +88.6% | -16.1% | +104.7% | +86.0% |
| All | +88.6% | -14.6% | +103.2% | +86.0% |
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