+88.8%
OTIS vs CRL
+247.7%
-159.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -3.0% | +8.9% | -11.8% | -4.4% |
| 30D | +14.0% | +14.0% | 0.0% | +10.9% |
| 3M | +4.9% | +19.8% | -14.9% | +1.0% |
| 6M | +5.4% | +102.0% | -96.7% | -8.2% |
| YTD | -10.2% | +70.8% | -81.1% | -19.9% |
| 1Y | -13.4% | +98.7% | -112.1% | -25.1% |
| 3Y | -0.7% | +98.2% | -98.9% | -18.0% |
| 5Y | -2.1% | -11.7% | +9.6% | -3.0% |
| All | +88.8% | +247.7% | -159.0% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling