+143.0%
CHRW vs OTIS
+115.8%
+27.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.3% |
| 7D | +7.3% | -1.3% | +8.6% | +7.7% |
| 30D | -3.6% | +12.8% | -16.4% | -7.4% |
| 3M | -9.6% | +7.4% | -17.0% | -11.8% |
| 6M | -17.0% | +7.7% | -24.7% | -19.3% |
| YTD | -15.4% | -9.3% | -6.2% | -13.2% |
| 1Y | -10.0% | -12.1% | +2.1% | -6.7% |
| 3Y | +82.2% | +0.6% | +81.5% | +76.0% |
| 5Y | +59.4% | -1.1% | +60.4% | +52.7% |
| All | +143.0% | +115.8% | +27.3% | +98.1% |
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