-10.6%
OTIS vs CASY
+209.8%
-220.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.3% |
| 7D | -0.8% | -4.4% | +3.6% | -0.3% |
| 30D | -4.7% | -12.0% | +7.3% | -3.6% |
| 3M | +1.2% | -2.3% | +3.6% | +0.7% |
| 6M | -20.5% | +10.5% | -31.0% | -22.7% |
| YTD | -18.4% | +33.0% | -51.5% | -23.0% |
| 1Y | -18.1% | +41.1% | -59.2% | -23.6% |
| 3Y | -10.6% | +207.5% | -218.1% | -21.7% |
| All | -10.6% | +209.8% | -220.3% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling