+451.2%
CRH vs OTIS
+94.3%
+357.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.4% |
| 7D | -5.6% | -1.4% | -4.2% | -4.8% |
| 30D | -8.4% | -3.4% | -5.0% | -6.6% |
| 3M | -16.1% | -0.2% | -15.9% | -16.0% |
| 6M | -10.2% | -14.6% | +4.4% | -2.1% |
| YTD | -27.9% | -18.3% | -9.6% | -19.8% |
| 1Y | -20.6% | -19.5% | -1.1% | -11.2% |
| 3Y | +68.9% | -9.3% | +78.1% | +71.7% |
| 5Y | +95.7% | -15.6% | +111.3% | +103.3% |
| All | +451.2% | +94.3% | +357.0% | +303.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling