+180.9%
COR vs OTIS
-17.1%
+198.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.9% | -2.2% | -1.7% | -3.5% |
| 30D | -0.3% | -4.3% | +4.0% | +0.5% |
| 3M | +15.9% | -2.2% | +18.0% | +16.3% |
| 6M | -10.3% | -19.9% | +9.6% | -6.5% |
| YTD | -3.7% | -19.3% | +15.6% | 0.0% |
| 1Y | +9.1% | -19.6% | +28.6% | +13.2% |
| 3Y | +86.6% | -11.5% | +98.1% | +86.5% |
| 5Y | +180.9% | -16.8% | +197.7% | +177.5% |
| All | +180.9% | -17.1% | +198.0% | +177.5% |
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