+126.8%
COP vs OTIS
+0.9%
+125.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | +0.7% | -2.9% | +3.5% | +1.4% |
| 30D | +0.2% | +16.1% | -15.9% | -3.6% |
| 3M | +10.2% | +6.7% | +3.5% | +8.1% |
| 6M | +20.1% | +6.0% | +14.1% | +17.7% |
| YTD | +50.5% | -9.8% | +60.3% | +54.4% |
| 1Y | +56.8% | -12.3% | +69.1% | +62.4% |
| 3Y | +30.3% | -0.2% | +30.5% | +25.0% |
| 5Y | +126.8% | +1.0% | +125.8% | +109.4% |
| All | +126.8% | +0.9% | +125.9% | +109.4% |
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