+44.9%
CDW vs OUST
-65.4%
+110.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +15.7% | -3.1% | +11.5% |
| 7D | +3.7% | -0.2% | +4.0% | +3.7% |
| 30D | +26.0% | -24.0% | +50.0% | +28.2% |
| 3M | +10.1% | -29.9% | +40.0% | +12.4% |
| 6M | +26.1% | +19.1% | +6.9% | +21.4% |
| YTD | +25.9% | +55.0% | -29.1% | +18.0% |
| 1Y | +21.5% | +21.2% | +0.4% | +15.7% |
| 3Y | -15.7% | +626.0% | -641.7% | -35.0% |
| 5Y | -2.3% | -51.6% | +49.3% | -14.6% |
| All | +44.9% | -65.4% | +110.3% | +31.4% |
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