+420.1%
CORZ vs OTIS
-15.8%
+435.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +8.4% | -0.7% | +9.1% | +8.4% |
| 30D | -17.8% | -2.0% | -15.8% | -17.6% |
| 3M | -35.9% | +2.6% | -38.5% | -36.5% |
| 6M | +12.9% | -20.9% | +33.9% | +18.7% |
| YTD | +22.9% | -17.1% | +40.0% | +27.1% |
| 1Y | +31.4% | -15.9% | +47.3% | +34.6% |
| All | +420.1% | -15.8% | +435.8% | +422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling