+42.5%
CAH vs OUST
+31.3%
+11.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | +1.6% |
| 7D | +8.5% | +17.0% | -8.5% | +8.6% |
| 30D | +17.0% | -16.5% | +33.5% | +16.9% |
| 3M | +14.6% | -23.7% | +38.3% | +14.5% |
| 6M | +42.5% | +18.4% | +24.2% | +39.4% |
| All | +42.5% | +31.3% | +11.2% | +39.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling