+71.4%
OTIS vs CHD
+49.3%
+22.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.0% |
| 7D | -0.8% | -2.9% | +2.1% | +0.2% |
| 30D | -4.7% | -6.2% | +1.5% | -2.8% |
| 3M | +1.2% | +1.6% | -0.3% | +0.7% |
| 6M | -20.5% | -3.5% | -17.0% | -19.8% |
| YTD | -18.4% | +16.2% | -34.7% | -22.5% |
| 1Y | -18.1% | +3.4% | -21.5% | -19.4% |
| 3Y | -10.6% | +4.6% | -15.2% | -12.8% |
| 5Y | -16.1% | +21.1% | -37.2% | -23.7% |
| All | +71.4% | +49.3% | +22.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling