+30.8%
CDW vs OUST
-62.4%
+93.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.1% |
| 7D | +3.2% | +5.2% | -2.1% | +2.8% |
| 30D | +9.3% | -19.3% | +28.5% | +10.8% |
| 3M | +9.8% | -22.6% | +32.4% | +10.4% |
| 6M | +23.3% | +62.8% | -39.4% | +16.1% |
| YTD | +13.7% | +68.3% | -54.7% | +6.4% |
| 1Y | -6.5% | +28.5% | -35.0% | -11.5% |
| 3Y | -25.2% | +554.0% | -579.3% | -41.7% |
| 5Y | -19.5% | -56.2% | +36.7% | -29.3% |
| All | +30.8% | -62.4% | +93.3% | +18.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling