+548.7%
CAH vs OUST
-64.1%
+612.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.6% | +1.4% |
| 7D | +8.5% | +17.0% | -8.5% | +8.4% |
| 30D | +17.0% | -16.5% | +33.5% | +17.1% |
| 3M | +14.6% | -23.7% | +38.3% | +14.7% |
| 6M | +42.5% | +18.4% | +24.2% | +42.1% |
| YTD | +33.5% | +60.8% | -27.3% | +32.7% |
| 1Y | +38.5% | +44.2% | -5.7% | +37.8% |
| 3Y | +179.0% | +668.1% | -489.1% | +168.5% |
| 5Y | +507.2% | -48.8% | +556.0% | +490.6% |
| All | +548.7% | -64.1% | +612.8% | +528.3% |
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