-21.0%
OTIS vs CHD
+2.3%
-23.4%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | -3.0% | -4.5% | +1.5% | -1.8% |
| 30D | -6.0% | -6.7% | +0.7% | -4.3% |
| 3M | -0.9% | -2.7% | +1.9% | -0.1% |
| 6M | -17.3% | -4.9% | -12.4% | -16.6% |
| YTD | -19.6% | +13.3% | -32.9% | -21.2% |
| 1Y | -21.0% | +1.0% | -22.0% | -22.2% |
| All | -21.0% | +2.3% | -23.4% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling