-12.1%
OTIS vs CASY
+32.9%
-45.0%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +1.0% |
| 7D | -1.3% | +3.6% | -4.8% | -1.5% |
| 30D | +12.8% | +9.1% | +3.7% | +12.4% |
| 3M | +7.4% | -16.5% | +23.9% | +7.2% |
| 6M | +7.7% | -19.7% | +27.4% | +9.9% |
| YTD | -9.3% | +29.3% | -38.5% | -15.1% |
| 1Y | -12.1% | +33.1% | -45.2% | -18.0% |
| All | -12.1% | +32.9% | -45.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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