+74.2%
OTIS vs CNH
+237.6%
-163.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.4% |
| 7D | -0.7% | +23.3% | -24.0% | -6.0% |
| 30D | -2.0% | +33.5% | -35.5% | -9.3% |
| 3M | +2.6% | +32.7% | -30.2% | -5.3% |
| 6M | -20.9% | +22.2% | -43.1% | -25.8% |
| YTD | -17.1% | +57.7% | -74.8% | -27.3% |
| 1Y | -15.9% | +28.0% | -43.9% | -22.4% |
| 3Y | -12.7% | +11.5% | -24.3% | -18.5% |
| 5Y | -15.7% | +11.9% | -27.6% | -23.0% |
| All | +74.2% | +237.6% | -163.3% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling