+69.6%
OTIS vs CRS
+3,063.3%
-2,993.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -2.2% | -0.5% | -1.6% | -2.1% |
| 30D | -4.3% | -18.1% | +13.8% | -1.7% |
| 3M | -2.2% | -12.4% | +10.3% | -0.8% |
| 6M | -19.9% | +15.9% | -35.8% | -22.4% |
| YTD | -19.3% | +45.8% | -65.2% | -24.7% |
| 1Y | -19.6% | +87.8% | -107.3% | -28.2% |
| 3Y | -11.5% | +648.7% | -660.2% | -39.4% |
| 5Y | -16.8% | +1,416.6% | -1,433.4% | -50.2% |
| All | +69.6% | +3,063.3% | -2,993.7% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling