-16.8%
OTIS vs CASY
+234.8%
-251.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.2% | +13.2% | +1.4% |
| 7D | -2.2% | -16.5% | +14.4% | +0.8% |
| 30D | -4.3% | -26.4% | +22.1% | +0.7% |
| 3M | -2.2% | -17.3% | +15.1% | -0.1% |
| 6M | -19.9% | -5.2% | -14.7% | -21.1% |
| YTD | -19.3% | +14.1% | -33.4% | -24.0% |
| 1Y | -19.6% | +16.6% | -36.2% | -24.8% |
| 3Y | -11.5% | +163.7% | -175.2% | -34.9% |
| 5Y | -16.8% | +231.3% | -248.1% | -45.2% |
| All | -16.8% | +234.8% | -251.6% | -45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling