-39.9%
CHTR vs OTIS
-20.4%
-19.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -1.1% | -7.0% | -7.3% |
| 7D | -15.8% | -2.2% | -13.6% | -14.3% |
| 30D | -12.7% | -4.3% | -8.3% | -9.7% |
| 3M | -1.1% | -2.2% | +1.1% | +0.2% |
| 6M | -39.9% | -19.9% | -20.0% | -27.0% |
| All | -39.9% | -20.4% | -19.6% | -27.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling