+288.7%
CAT vs OUST
-68.5%
+357.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -9.0% | +2.6% | -5.5% |
| 7D | -14.5% | -5.0% | -9.4% | -14.2% |
| 30D | -35.7% | -32.0% | -3.7% | -33.5% |
| 3M | -36.3% | -32.4% | -3.9% | -34.3% |
| 6M | -38.5% | +6.7% | -45.3% | -40.0% |
| YTD | -2.5% | +41.0% | -43.6% | -7.7% |
| 1Y | -1.9% | +18.0% | -19.9% | -6.0% |
| 3Y | +139.2% | +560.6% | -421.4% | +94.2% |
| 5Y | +192.1% | -55.1% | +247.3% | +154.5% |
| All | +288.7% | -68.5% | +357.2% | +249.9% |
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 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