+1,891.4%
CRWD vs OTIS
+91.8%
+1,799.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.7% |
| 7D | +2.2% | -2.2% | +4.3% | +2.9% |
| 30D | -7.7% | -4.3% | -3.4% | -6.5% |
| 3M | +28.9% | -2.2% | +31.1% | +29.2% |
| 6M | +91.5% | -19.9% | +111.4% | +104.9% |
| YTD | +77.3% | -19.3% | +96.6% | +88.6% |
| 1Y | +96.3% | -19.6% | +115.8% | +108.5% |
| 3Y | +394.5% | -11.5% | +406.0% | +393.5% |
| 5Y | +213.5% | -16.8% | +230.2% | +207.4% |
| All | +1,891.4% | +91.8% | +1,799.6% | +1,859.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling