+101.0%
CARR vs OUST
-62.4%
+163.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.9% |
| 7D | +1.6% | +5.2% | -3.7% | +1.1% |
| 30D | -8.7% | -19.3% | +10.5% | -7.2% |
| 3M | -12.6% | -22.6% | +10.1% | -12.1% |
| 6M | -1.5% | +62.8% | -64.3% | -8.1% |
| YTD | +14.3% | +68.3% | -54.0% | +5.8% |
| 1Y | -4.6% | +28.5% | -33.1% | -10.6% |
| 3Y | +7.3% | +554.0% | -546.7% | -18.2% |
| 5Y | +11.6% | -56.2% | +67.9% | -5.7% |
| All | +101.0% | -62.4% | +163.5% | +66.6% |
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