-18.5%
OTIS vs CHD
+19.7%
-38.2%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | -5.0% | -4.7% | -0.3% | -3.6% |
| 30D | -6.5% | -8.3% | +1.8% | -4.0% |
| 3M | -2.0% | -4.0% | +2.1% | -0.8% |
| 6M | -20.2% | -6.5% | -13.7% | -18.7% |
| YTD | -21.0% | +13.1% | -34.1% | -24.1% |
| 1Y | -20.9% | +2.3% | -23.2% | -21.7% |
| 3Y | -13.3% | +1.8% | -15.1% | -14.3% |
| 5Y | -18.5% | +20.6% | -39.1% | -24.7% |
| All | -18.5% | +19.7% | -38.2% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling