+33.0%
CAVA vs OUST
+492.6%
-459.6%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.5% | +10.1% | +2.5% |
| 7D | -1.6% | -3.8% | +2.2% | -1.2% |
| 30D | +12.9% | +5.1% | +7.8% | +11.5% |
| 3M | -19.3% | -25.8% | +6.5% | -17.5% |
| 6M | -19.5% | -2.0% | -17.4% | -23.1% |
| YTD | -0.8% | +54.7% | -55.5% | -12.8% |
| 1Y | +20.8% | +48.8% | -28.0% | +6.3% |
| 3Y | +85.7% | +607.8% | -522.1% | +9.9% |
| All | +33.0% | +492.6% | -459.6% | -19.5% |
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