-1.0%
COR vs OTIS
-13.0%
+12.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.5% | +2.3% | +2.7% |
| 7D | +7.6% | -1.8% | +9.5% | +8.0% |
| 30D | +6.8% | +12.1% | -5.3% | +5.1% |
| 3M | +16.0% | +6.8% | +9.3% | +14.6% |
| 6M | +41.0% | +7.1% | +33.9% | +38.7% |
| YTD | +6.9% | -9.8% | +16.7% | +4.5% |
| 1Y | -1.0% | -12.6% | +11.6% | -1.7% |
| All | -1.0% | -13.0% | +12.0% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling