+241.9%
CORZ vs OTIS
-6.6%
+248.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | -11.2% | +4.2% | -15.5% | -11.3% |
| 30D | -26.2% | +20.1% | -46.3% | -27.4% |
| 3M | -44.1% | +7.6% | -51.7% | -44.3% |
| 6M | -52.3% | +4.2% | -56.4% | -52.1% |
| YTD | -19.2% | -8.1% | -11.1% | -17.0% |
| 1Y | -42.9% | -11.5% | -31.4% | -40.6% |
| All | +241.9% | -6.6% | +248.5% | +241.2% |
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 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