+71.6%
CRH vs OTIS
-12.3%
+83.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.2% |
| 7D | -6.1% | -3.0% | -3.1% | -4.7% |
| 30D | -9.3% | -6.0% | -3.3% | -6.5% |
| 3M | -15.2% | -0.9% | -14.3% | -14.8% |
| 6M | -14.2% | -17.3% | +3.1% | -6.7% |
| YTD | -28.3% | -19.6% | -8.7% | -21.3% |
| 1Y | -21.8% | -21.0% | -0.8% | -13.6% |
| 3Y | +71.6% | -12.1% | +83.7% | +70.5% |
| All | +71.6% | -12.3% | +83.9% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling