+92.7%
OTIS vs CNH
+200.5%
-107.8%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.9% | -11.1% | -2.9% |
| 7D | +0.5% | +8.6% | -8.0% | -1.7% |
| 30D | +19.4% | +12.6% | +6.9% | +15.7% |
| 3M | +7.1% | +17.5% | -10.4% | +1.9% |
| 6M | +6.6% | +18.1% | -11.5% | +0.7% |
| YTD | -8.3% | +40.4% | -48.7% | -17.6% |
| 1Y | -11.6% | +34.0% | -45.6% | -19.8% |
| 3Y | +3.1% | +35.3% | -32.2% | -9.2% |
| 5Y | +2.5% | -5.1% | +7.6% | -2.9% |
| All | +92.7% | +200.5% | -107.8% | +38.4% |
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 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