+35.1%
CAVA vs OUST
+515.8%
-480.7%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +14.0% | -15.4% | -3.0% |
| 7D | +0.7% | +17.0% | -16.3% | -1.3% |
| 30D | +13.6% | -16.5% | +30.1% | +15.2% |
| 3M | -4.9% | -23.7% | +18.7% | -3.0% |
| 6M | -33.9% | +18.4% | -52.3% | -38.9% |
| YTD | +0.8% | +60.8% | -60.0% | -11.8% |
| 1Y | +27.0% | +44.2% | -17.2% | +12.3% |
| 3Y | +73.1% | +668.1% | -595.0% | +1.0% |
| All | +35.1% | +515.8% | -480.7% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling