+356.3%
COR vs OTIS
+97.1%
+259.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | +2.8% | -0.7% | +3.5% | +3.0% |
| 30D | +4.5% | -2.0% | +6.5% | +5.0% |
| 3M | +22.7% | +2.6% | +20.1% | +21.7% |
| 6M | -9.7% | -20.9% | +11.2% | -4.3% |
| YTD | -1.4% | -17.1% | +15.7% | +2.9% |
| 1Y | +13.9% | -15.9% | +29.8% | +18.3% |
| 3Y | +94.0% | -12.7% | +106.7% | +95.8% |
| 5Y | +184.0% | -15.7% | +199.7% | +185.2% |
| All | +356.3% | +97.1% | +259.2% | +237.2% |
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