+34.8%
CDW vs OUST
-64.1%
+98.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -1.9% |
| 7D | +2.1% | +17.0% | -14.9% | +0.8% |
| 30D | +14.7% | -16.5% | +31.2% | +15.9% |
| 3M | +11.1% | -23.7% | +34.8% | +12.6% |
| 6M | +45.6% | +18.4% | +27.2% | +40.3% |
| YTD | +17.1% | +60.8% | -43.7% | +9.4% |
| 1Y | +13.2% | +44.2% | -31.0% | +6.3% |
| 3Y | -22.2% | +668.1% | -690.3% | -40.3% |
| 5Y | -10.1% | -48.8% | +38.7% | -21.8% |
| All | +34.8% | -64.1% | +98.9% | +21.9% |
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