+46.0%
CHRW vs OUST
-65.5%
+111.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -8.5% | +8.6% | +0.4% |
| 7D | +7.3% | -3.8% | +11.1% | +7.4% |
| 30D | -3.6% | +5.1% | -8.6% | -4.0% |
| 3M | -9.6% | -25.8% | +16.2% | -8.9% |
| 6M | -17.0% | -2.0% | -15.0% | -18.1% |
| YTD | -15.4% | +54.7% | -70.1% | -18.9% |
| 1Y | -10.0% | +48.8% | -58.8% | -13.6% |
| 3Y | +82.2% | +607.8% | -525.7% | +54.6% |
| 5Y | +59.4% | -52.7% | +112.1% | +41.4% |
| All | +46.0% | -65.5% | +111.5% | +28.0% |
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