+10.9%
CARR vs OUST
+594.6%
-583.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | +0.4% |
| 7D | +3.5% | -3.8% | +7.3% | +3.7% |
| 30D | +0.4% | +5.1% | -4.7% | -0.5% |
| 3M | -14.1% | -25.8% | +11.7% | -12.5% |
| 6M | -16.7% | -2.0% | -14.7% | -18.8% |
| YTD | +4.2% | +54.7% | -50.5% | -4.0% |
| 1Y | -0.2% | +48.8% | -49.0% | -7.9% |
| 3Y | +10.9% | +607.8% | -597.0% | -18.9% |
| All | +10.9% | +594.6% | -583.7% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling