+178.4%
CAH vs OUST
+626.4%
-448.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | +1.5% |
| 7D | +8.5% | +17.0% | -8.5% | +8.6% |
| 30D | +17.0% | -16.5% | +33.5% | +17.0% |
| 3M | +14.3% | -23.7% | +38.0% | +14.2% |
| 6M | +42.2% | +18.4% | +23.8% | +42.3% |
| YTD | +33.2% | +60.8% | -27.6% | +33.4% |
| 1Y | +38.2% | +44.2% | -6.0% | +38.4% |
| 3Y | +178.4% | +668.1% | -489.7% | +171.5% |
| All | +178.4% | +626.4% | -448.1% | +171.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling