-7.9%
CAVA vs OUST
+33.8%
-41.7%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.3% |
| 7D | -1.5% | +12.7% | -14.3% | -2.8% |
| 30D | -3.7% | -13.6% | +10.0% | -2.4% |
| 3M | -18.3% | -8.3% | -10.0% | -20.0% |
| 6M | -23.5% | +85.0% | -108.4% | -37.0% |
| YTD | +2.5% | +73.2% | -70.8% | -15.4% |
| All | -7.9% | +33.8% | -41.7% | -22.0% |
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