+69.1%
OTIS vs CHD
+45.6%
+23.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -3.0% | -4.5% | +1.5% | -1.5% |
| 30D | -6.0% | -6.7% | +0.7% | -3.9% |
| 3M | -0.9% | -2.7% | +1.9% | -0.1% |
| 6M | -17.3% | -4.9% | -12.4% | -16.1% |
| YTD | -19.6% | +13.3% | -32.9% | -23.0% |
| 1Y | -21.0% | +1.0% | -22.0% | -21.7% |
| 3Y | -12.1% | +1.3% | -13.4% | -13.3% |
| 5Y | -17.1% | +20.8% | -37.9% | -24.6% |
| All | +69.1% | +45.6% | +23.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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