+74.2%
OTIS vs CRL
+194.4%
-120.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.6% |
| 30D | -2.0% | +10.7% | -12.7% | -3.8% |
| 3M | +2.6% | +55.3% | -52.7% | -5.6% |
| 6M | -20.9% | +60.7% | -81.6% | -28.1% |
| YTD | -17.1% | +44.6% | -61.7% | -23.4% |
| 1Y | -15.9% | +77.7% | -93.6% | -25.8% |
| 3Y | -12.7% | +37.6% | -50.4% | -21.6% |
| 5Y | -15.7% | -35.8% | +20.1% | -10.3% |
| All | +74.2% | +194.4% | -120.1% | +18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling