-16.8%
OTIS vs CNH
+12.3%
-29.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.7% |
| 7D | -2.2% | +1.8% | -4.0% | -2.7% |
| 30D | -4.3% | +32.6% | -37.0% | -11.6% |
| 3M | -2.2% | +29.4% | -31.6% | -9.3% |
| 6M | -19.9% | +26.0% | -45.9% | -25.6% |
| YTD | -19.3% | +52.2% | -71.5% | -29.0% |
| 1Y | -19.6% | +23.9% | -43.4% | -25.4% |
| 3Y | -11.5% | +10.1% | -21.7% | -17.3% |
| 5Y | -16.8% | +13.2% | -29.9% | -26.4% |
| All | -16.8% | +12.3% | -29.1% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling