+74.2%
OTIS vs CASY
+378.3%
-304.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -2.0% | -11.3% | +9.4% | 0.0% |
| 3M | +2.6% | -0.6% | +3.2% | +1.7% |
| 6M | -20.9% | +10.7% | -31.6% | -23.6% |
| YTD | -17.1% | +37.1% | -54.2% | -23.6% |
| 1Y | -15.9% | +52.3% | -68.2% | -24.5% |
| 3Y | -12.7% | +215.2% | -227.9% | -34.6% |
| 5Y | -15.7% | +276.5% | -292.2% | -40.2% |
| All | +74.2% | +378.3% | -304.1% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling