-16.5%
OTIS vs CRS
+1,363.4%
-1,379.9%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.9% |
| 7D | -3.0% | -6.8% | +3.8% | -2.0% |
| 30D | -6.0% | -16.1% | +10.1% | -3.7% |
| 3M | -0.9% | -21.2% | +20.3% | +2.2% |
| 6M | -17.3% | +8.7% | -26.0% | -19.2% |
| YTD | -19.6% | +41.0% | -60.5% | -24.8% |
| 1Y | -21.0% | +82.7% | -103.7% | -29.7% |
| 3Y | -12.1% | +604.8% | -616.9% | -42.7% |
| All | -16.5% | +1,363.4% | -1,379.9% | -53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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