-13.4%
OTIS vs CRL
+97.0%
-110.4%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.5% |
| 7D | -3.0% | +8.9% | -11.8% | -3.1% |
| 30D | +14.0% | +14.0% | 0.0% | +12.8% |
| 3M | +4.9% | +19.8% | -14.9% | +3.5% |
| 6M | +5.4% | +102.0% | -96.7% | +1.1% |
| YTD | -10.2% | +70.8% | -81.1% | -13.2% |
| 1Y | -13.4% | +98.7% | -112.1% | -18.9% |
| All | -13.4% | +97.0% | -110.4% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling