+444.5%
CORZ vs OTIS
-17.1%
+461.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.6% | +6.3% | +4.9% |
| 7D | +16.6% | -0.8% | +17.3% | +16.6% |
| 30D | -10.9% | -4.7% | -6.1% | -10.4% |
| 3M | -31.0% | +1.2% | -32.2% | -31.5% |
| 6M | +26.0% | -20.5% | +46.6% | +31.9% |
| YTD | +28.6% | -18.4% | +47.1% | +33.3% |
| 1Y | +34.5% | -18.1% | +52.5% | +38.5% |
| All | +444.5% | -17.1% | +461.6% | +448.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling