+8.5%
CRCL vs OTIS
-27.1%
+35.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.8% | -2.6% |
| 7D | -12.5% | -5.0% | -7.5% | -11.9% |
| 30D | +26.9% | -6.5% | +33.4% | +27.9% |
| 3M | +14.4% | -2.0% | +16.4% | +14.5% |
| 6M | -23.5% | -20.2% | -3.3% | -21.0% |
| YTD | +13.9% | -21.0% | +34.9% | +17.1% |
| 1Y | -20.6% | -20.9% | +0.3% | -18.1% |
| All | +8.5% | -27.1% | +35.6% | +25.6% |
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