-16.8%
OTIS vs CRL
-37.6%
+20.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -1.0% |
| 7D | -2.2% | -4.6% | +2.4% | -1.4% |
| 30D | -4.3% | +0.5% | -4.8% | -4.4% |
| 3M | -2.2% | +46.6% | -48.8% | -8.2% |
| 6M | -19.9% | +57.3% | -77.2% | -26.1% |
| YTD | -19.3% | +39.5% | -58.9% | -24.3% |
| 1Y | -19.6% | +76.9% | -96.4% | -28.0% |
| 3Y | -11.5% | +39.4% | -50.9% | -19.8% |
| 5Y | -16.8% | -37.2% | +20.4% | -13.7% |
| All | -16.8% | -37.6% | +20.8% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling