+537.9%
CAH vs OUST
-68.5%
+606.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -9.0% | +11.3% | +2.3% |
| 7D | +6.7% | -5.0% | +11.7% | +6.7% |
| 30D | +14.7% | -32.0% | +46.8% | +14.8% |
| 3M | +12.0% | -32.4% | +44.3% | +12.0% |
| 6M | +36.2% | +6.7% | +29.5% | +35.8% |
| YTD | +31.3% | +41.0% | -9.8% | +30.5% |
| 1Y | +37.1% | +18.0% | +19.1% | +36.5% |
| 3Y | +178.3% | +560.6% | -382.3% | +168.0% |
| 5Y | +497.1% | -55.1% | +552.2% | +481.0% |
| All | +537.9% | -68.5% | +606.4% | +518.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling