-64.2%
CHTR vs OTIS
+87.9%
-152.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.0% | +7.0% | +5.7% |
| 7D | -7.1% | -5.0% | -2.1% | -5.3% |
| 30D | -10.9% | -6.5% | -4.4% | -8.6% |
| 3M | +2.0% | -2.0% | +4.0% | +2.7% |
| 6M | -35.9% | -20.2% | -15.7% | -30.4% |
| YTD | -32.7% | -21.0% | -11.7% | -26.7% |
| 1Y | -46.6% | -20.9% | -25.7% | -41.8% |
| 3Y | -66.7% | -13.3% | -53.4% | -65.2% |
| 5Y | -82.1% | -18.5% | -63.6% | -81.5% |
| All | -64.2% | +87.9% | -152.2% | -66.1% |
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