+69.1%
OTIS vs CRL
+183.9%
-114.8%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.4% |
| 7D | -3.0% | -3.5% | +0.6% | -2.3% |
| 30D | -6.0% | -2.1% | -3.9% | -5.7% |
| 3M | -0.9% | +48.0% | -48.8% | -7.9% |
| 6M | -17.3% | +64.7% | -82.1% | -25.3% |
| YTD | -19.6% | +39.5% | -59.1% | -25.2% |
| 1Y | -21.0% | +74.2% | -95.2% | -30.1% |
| 3Y | -12.1% | +39.4% | -51.5% | -21.5% |
| 5Y | -17.1% | -36.9% | +19.8% | -11.6% |
| All | +69.1% | +183.9% | -114.8% | +15.4% |
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