+118.1%
COF vs OTIS
-12.3%
+130.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | -5.1% | -3.0% | -2.2% | -3.9% |
| 30D | -6.0% | -6.0% | 0.0% | -3.6% |
| 3M | +14.8% | -0.9% | +15.7% | +15.3% |
| 6M | +15.3% | -17.3% | +32.7% | +24.0% |
| YTD | -13.0% | -19.6% | +6.5% | -5.7% |
| 1Y | -5.7% | -21.0% | +15.3% | +2.8% |
| 3Y | +118.1% | -12.1% | +130.2% | +98.9% |
| All | +118.1% | -12.3% | +130.4% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 OTIS 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