-7.9%
CAVA vs OUST
+33.5%
-41.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.6% |
| 7D | -9.2% | +5.2% | -14.5% | -9.7% |
| 30D | -8.2% | -19.3% | +11.1% | -6.4% |
| 3M | -15.3% | -22.6% | +7.3% | -15.2% |
| 6M | -23.6% | +62.8% | -86.4% | -35.3% |
| YTD | +3.5% | +68.3% | -64.8% | -14.1% |
| 1Y | -7.9% | +28.5% | -36.4% | -21.7% |
| All | -7.9% | +33.5% | -41.4% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling