+425.9%
CORZ vs OTIS
-18.0%
+443.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.3% |
| 7D | +7.6% | -2.2% | +9.8% | +7.9% |
| 30D | -6.9% | -4.3% | -2.6% | -6.5% |
| 3M | -33.0% | -2.2% | -30.9% | -33.1% |
| 6M | +19.3% | -19.9% | +39.2% | +24.5% |
| YTD | +24.2% | -19.3% | +43.6% | +28.9% |
| 1Y | +24.5% | -19.6% | +44.1% | +28.8% |
| All | +425.9% | -18.0% | +443.9% | +429.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling