+40.0%
CHRW vs OUST
-60.6%
+100.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | -3.4% | +31.9% | -35.3% | -4.5% |
| 30D | -9.4% | -4.2% | -5.1% | -9.4% |
| 3M | -12.6% | -9.3% | -3.4% | -12.7% |
| 6M | -24.2% | +51.7% | -75.8% | -26.6% |
| YTD | -18.9% | +76.6% | -95.5% | -22.5% |
| 1Y | -13.7% | +48.9% | -62.6% | -17.1% |
| 3Y | +72.6% | +675.3% | -602.7% | +46.0% |
| 5Y | +55.6% | -44.0% | +99.6% | +37.3% |
| All | +40.0% | -60.6% | +100.6% | +22.2% |
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