+409.2%
COF vs OTIS
+91.8%
+317.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.4% | -0.8% |
| 7D | -2.7% | -2.2% | -0.5% | -1.4% |
| 30D | -3.4% | -4.3% | +1.0% | -0.9% |
| 3M | +15.4% | -2.2% | +17.6% | +16.8% |
| 6M | +14.4% | -19.9% | +34.3% | +29.4% |
| YTD | -12.0% | -19.3% | +7.4% | -1.1% |
| 1Y | -3.7% | -19.6% | +15.8% | +8.1% |
| 3Y | +121.1% | -11.5% | +132.6% | +125.6% |
| 5Y | +47.8% | -16.8% | +64.6% | +53.3% |
| All | +409.2% | +91.8% | +317.4% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling