-10.9%
OTIS vs CRL
+39.9%
-50.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.3% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | -4.7% | +5.0% | -9.7% | -5.2% |
| 3M | +1.2% | +50.6% | -49.4% | -3.2% |
| 6M | -20.5% | +60.9% | -81.5% | -24.8% |
| YTD | -18.4% | +40.7% | -59.2% | -21.8% |
| 1Y | -18.1% | +73.3% | -91.4% | -23.7% |
| All | -10.9% | +39.9% | -50.7% | -16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling