-34.1%
CORZ vs OTIS
-11.3%
-22.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -0.2% | +8.4% | +8.0% |
| 7D | +1.7% | +0.5% | +1.2% | +2.6% |
| 30D | -17.5% | +19.4% | -36.9% | -9.7% |
| 3M | -39.5% | +7.1% | -46.6% | -37.1% |
| 6M | -44.5% | +6.6% | -51.1% | -41.5% |
| YTD | -12.6% | -8.3% | -4.3% | -12.4% |
| All | -34.1% | -11.3% | -22.8% | -35.8% |
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