+192.1%
CAT vs OUST
-56.4%
+248.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.0% | +2.6% | -5.4% |
| 7D | -14.5% | -5.0% | -9.4% | -14.2% |
| 30D | -35.7% | -32.0% | -3.7% | -33.3% |
| 3M | -36.3% | -32.4% | -3.9% | -34.1% |
| 6M | -38.5% | +6.7% | -45.3% | -40.1% |
| YTD | -2.5% | +41.0% | -43.6% | -8.1% |
| 1Y | -1.9% | +18.0% | -19.9% | -6.3% |
| 3Y | +139.2% | +560.6% | -421.4% | +90.4% |
| 5Y | +192.1% | -55.1% | +247.3% | +145.6% |
| All | +192.1% | -56.4% | +248.5% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling