+563.1%
COP vs OTIS
+97.1%
+466.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | +17.5% | -2.0% | +19.5% | +18.2% |
| 3M | +13.4% | +2.6% | +10.8% | +11.9% |
| 6M | +17.7% | -20.9% | +38.7% | +26.8% |
| YTD | +46.6% | -17.1% | +63.7% | +55.0% |
| 1Y | +44.6% | -15.9% | +60.5% | +51.9% |
| 3Y | +20.7% | -12.7% | +33.4% | +22.1% |
| 5Y | +185.0% | -15.7% | +200.8% | +187.3% |
| All | +563.1% | +97.1% | +466.0% | +423.1% |
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