+318.0%
CORZ vs OTIS
-8.8%
+326.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | +26.4% | -3.0% | +29.3% | +26.3% |
| 30D | -6.8% | +14.0% | -20.8% | -8.0% |
| 3M | -31.1% | +4.9% | -36.0% | -31.3% |
| 6M | -36.9% | +5.4% | -42.3% | -37.2% |
| YTD | -1.2% | -10.2% | +9.0% | +1.4% |
| 1Y | -12.5% | -13.4% | +0.9% | -9.1% |
| All | +318.0% | -8.8% | +326.8% | +317.1% |
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 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