-8.5%
CARR vs OUST
+34.0%
-42.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.2% |
| 7D | +3.2% | +12.7% | -9.5% | +2.2% |
| 30D | -7.7% | -13.6% | +6.0% | -6.7% |
| 3M | -11.9% | -8.3% | -3.6% | -12.6% |
| 6M | +2.0% | +85.0% | -82.9% | -6.2% |
| YTD | +13.2% | +73.2% | -60.1% | +4.1% |
| 1Y | -8.5% | +32.5% | -41.0% | -14.2% |
| All | -8.5% | +34.0% | -42.5% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling