+1,881.2%
CRWD vs OTIS
+91.3%
+1,789.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.6% |
| 7D | -3.0% | -3.0% | 0.0% | -2.1% |
| 30D | -6.8% | -6.0% | -0.8% | -5.1% |
| 3M | +19.6% | -0.9% | +20.5% | +19.3% |
| 6M | +87.1% | -17.3% | +104.4% | +97.8% |
| YTD | +76.4% | -19.6% | +96.0% | +87.8% |
| 1Y | +90.8% | -21.0% | +111.8% | +104.1% |
| 3Y | +380.0% | -12.1% | +392.1% | +380.0% |
| 5Y | +215.6% | -17.1% | +232.7% | +209.7% |
| All | +1,881.2% | +91.3% | +1,789.9% | +1,851.0% |
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 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