-16.6%
CRH vs OTIS
-10.5%
-6.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | +5.3% | +6.5% | -1.2% | +2.1% |
| 30D | +14.2% | +19.6% | -5.4% | +4.9% |
| 3M | -4.2% | +9.4% | -13.6% | -8.3% |
| 6M | -14.5% | +6.4% | -20.9% | -17.7% |
| YTD | -22.7% | -7.5% | -15.2% | -22.9% |
| 1Y | -16.6% | -11.0% | -5.6% | -15.0% |
| All | -16.6% | -10.5% | -6.0% | -15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling