+571.1%
CAH vs OUST
-65.5%
+636.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.5% | +9.6% | +1.1% |
| 7D | +3.5% | -3.8% | +7.2% | +3.5% |
| 30D | +13.5% | +5.1% | +8.4% | +13.4% |
| 3M | +21.8% | -25.8% | +47.7% | +21.9% |
| 6M | +51.5% | -2.0% | +53.5% | +51.2% |
| YTD | +38.1% | +54.7% | -16.6% | +37.3% |
| 1Y | +37.7% | +48.8% | -11.1% | +36.9% |
| 3Y | +179.6% | +607.8% | -428.2% | +169.3% |
| 5Y | +504.9% | -52.7% | +557.7% | +488.6% |
| All | +571.1% | -65.5% | +636.5% | +550.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling