+67.2%
CAH vs OUST
+33.5%
+33.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.2% | -0.5% |
| 7D | +5.4% | +5.2% | +0.2% | +5.5% |
| 30D | +3.3% | -19.3% | +22.6% | +2.8% |
| 3M | +22.8% | -22.6% | +45.4% | +22.7% |
| 6M | +11.3% | +62.8% | -51.5% | +14.8% |
| YTD | +21.1% | +68.3% | -47.2% | +25.8% |
| 1Y | +67.2% | +28.5% | +38.7% | +71.6% |
| All | +67.2% | +33.5% | +33.7% | +71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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