-20.5%
CRH vs OTIS
-19.8%
-0.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.3% |
| 7D | -5.6% | -1.4% | -4.2% | -4.9% |
| 30D | -8.4% | -3.4% | -5.0% | -6.9% |
| 3M | -16.1% | -0.2% | -15.9% | -15.9% |
| 6M | -10.2% | -14.6% | +4.4% | -5.8% |
| YTD | -27.9% | -18.3% | -9.6% | -23.8% |
| All | -20.5% | -19.8% | -0.7% | -16.4% |
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