+37.9%
CAVA vs OUST
+576.5%
-538.5%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.0% |
| 7D | +0.1% | +31.9% | -31.8% | -3.1% |
| 30D | +12.6% | -4.2% | +16.8% | +12.5% |
| 3M | -1.9% | -9.3% | +7.3% | -1.9% |
| 6M | -23.9% | +51.7% | -75.6% | -31.9% |
| YTD | +2.9% | +76.6% | -73.7% | -10.9% |
| 1Y | +21.6% | +48.9% | -27.3% | +7.3% |
| 3Y | +94.4% | +675.3% | -580.9% | +14.3% |
| All | +37.9% | +576.5% | -538.5% | -17.7% |
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 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