+515.8%
CAH vs OUST
-45.2%
+561.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +5.9% | +14.0% | -8.0% | +5.9% |
| 30D | +16.5% | +2.5% | +14.0% | +16.5% |
| 3M | +15.7% | -15.3% | +31.1% | +15.8% |
| 6M | +52.7% | +42.6% | +10.1% | +51.9% |
| YTD | +36.3% | +76.6% | -40.3% | +35.2% |
| 1Y | +36.7% | +54.1% | -17.3% | +35.8% |
| 3Y | +178.2% | +675.3% | -497.1% | +164.9% |
| 5Y | +515.8% | -45.1% | +560.9% | +505.0% |
| All | +515.8% | -45.2% | +561.0% | +505.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling