+36.0%
CDW vs OUST
-68.5%
+104.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -9.0% | +2.9% | -5.5% |
| 7D | -4.1% | -5.0% | +0.9% | -3.7% |
| 30D | +16.7% | -32.0% | +48.8% | +19.8% |
| 3M | +13.6% | -32.4% | +46.0% | +16.2% |
| 6M | +17.0% | +6.7% | +10.3% | +13.7% |
| YTD | +18.1% | +41.0% | -22.9% | +11.5% |
| 1Y | +10.5% | +18.0% | -7.5% | +5.4% |
| 3Y | -20.9% | +560.6% | -581.5% | -38.6% |
| 5Y | -9.3% | -55.1% | +45.8% | -20.2% |
| All | +36.0% | -68.5% | +104.5% | +24.3% |
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