-12.1%
OTIS vs CNH
+16.6%
-28.7%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -1.3% | +3.0% | -4.3% | -2.0% |
| 30D | +12.8% | -0.6% | +13.4% | +12.7% |
| 3M | +7.4% | +14.6% | -7.3% | +3.2% |
| 6M | +7.7% | +11.8% | -4.0% | +3.7% |
| YTD | -9.3% | +30.4% | -39.7% | -15.8% |
| 1Y | -12.1% | +19.1% | -31.2% | -17.3% |
| All | -12.1% | +16.6% | -28.7% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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