+0.6%
OTIS vs CHD
+33.2%
-32.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -1.3% | +3.6% | -4.9% | -2.5% |
| 30D | +12.8% | +10.4% | +2.4% | +9.3% |
| 3M | +7.4% | +12.2% | -4.8% | +3.5% |
| 6M | +7.7% | +19.9% | -12.2% | +1.6% |
| YTD | -9.3% | +36.4% | -45.7% | -17.9% |
| 1Y | -12.1% | +35.1% | -47.2% | -20.3% |
| 3Y | +0.6% | +29.2% | -28.5% | -7.7% |
| All | +0.6% | +33.2% | -32.6% | -11.9% |
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