+29.1%
CAVA vs OUST
+541.4%
-512.3%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.3% | -2.7% | -5.6% |
| 7D | -8.5% | +4.0% | -12.6% | -9.0% |
| 30D | -8.2% | -14.0% | +5.7% | -6.8% |
| 3M | -25.9% | -5.9% | -20.0% | -27.5% |
| 6M | -30.9% | +76.4% | -107.3% | -39.4% |
| YTD | -3.7% | +67.5% | -71.2% | -15.3% |
| 1Y | -13.4% | +27.1% | -40.5% | -22.2% |
| 3Y | +44.2% | +619.0% | -574.8% | -14.3% |
| All | +29.1% | +541.4% | -512.3% | -21.8% |
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