+292.2%
CAT vs OUST
-64.1%
+356.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +14.0% | -13.1% | -0.4% |
| 7D | -10.3% | +17.0% | -27.3% | -11.9% |
| 30D | -31.2% | -16.5% | -14.7% | -30.3% |
| 3M | -34.7% | -23.7% | -11.0% | -33.4% |
| 6M | -39.5% | +18.4% | -57.8% | -41.6% |
| YTD | -1.7% | +60.8% | -62.4% | -8.1% |
| 1Y | -1.1% | +44.2% | -45.3% | -6.9% |
| 3Y | +143.9% | +668.1% | -524.2% | +95.2% |
| 5Y | +194.8% | -48.8% | +243.6% | +153.4% |
| All | +292.2% | -64.1% | +356.3% | +248.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling