-0.8%
CRM vs OTIS
-17.8%
+17.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.2% | +1.1% |
| 7D | -4.4% | -3.0% | -1.5% | -3.0% |
| 30D | +28.1% | -6.0% | +34.2% | +31.9% |
| 3M | +48.8% | -0.9% | +49.7% | +49.2% |
| 6M | +28.3% | -17.3% | +45.6% | +39.9% |
| YTD | -6.0% | -19.6% | +13.5% | +3.6% |
| 1Y | +1.4% | -21.0% | +22.5% | +12.6% |
| 3Y | +11.8% | -12.1% | +23.9% | +8.1% |
| All | -0.8% | -17.8% | +17.0% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling