+9.3%
OTIS vs CRBG
+117.3%
-108.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.3% | +1.5% |
| 7D | -3.0% | +0.6% | -3.5% | -3.1% |
| 30D | -6.0% | +2.6% | -8.7% | -6.5% |
| 3M | -0.9% | +24.0% | -24.9% | -5.3% |
| 6M | -17.3% | +50.5% | -67.8% | -24.4% |
| YTD | -19.6% | +17.1% | -36.7% | -22.8% |
| 1Y | -21.0% | +5.9% | -26.9% | -22.8% |
| 3Y | -12.1% | +122.7% | -134.8% | -31.3% |
| All | +9.3% | +117.3% | -108.0% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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