+393.6%
COHR vs OTIS
-17.8%
+411.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.8% | +2.4% | +3.2% |
| 7D | +8.3% | -3.0% | +11.3% | +10.1% |
| 30D | -14.1% | -6.0% | -8.1% | -11.4% |
| 3M | -16.0% | -0.9% | -15.1% | -16.6% |
| 6M | +21.5% | -17.3% | +38.8% | +34.0% |
| YTD | +65.4% | -19.6% | +85.0% | +84.0% |
| 1Y | +195.0% | -21.0% | +216.0% | +230.8% |
| 3Y | +830.2% | -12.1% | +842.2% | +778.4% |
| All | +393.6% | -17.8% | +411.4% | +367.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling