+75.7%
CART vs OUST
+635.5%
-559.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +15.7% | -14.2% | +0.8% |
| 7D | +1.4% | -0.2% | +1.6% | +1.3% |
| 30D | +29.7% | -24.0% | +53.6% | +31.1% |
| 3M | +29.7% | -29.9% | +59.6% | +31.4% |
| 6M | +36.8% | +19.1% | +17.7% | +31.4% |
| YTD | +31.7% | +55.0% | -23.3% | +23.2% |
| 1Y | +62.4% | +21.2% | +41.2% | +54.2% |
| 3Y | +120.1% | +626.0% | -505.9% | +45.4% |
| All | +75.7% | +635.5% | -559.8% | +16.3% |
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