+36.1%
CHRW vs OUST
-64.1%
+100.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.0% | -16.3% | -2.9% |
| 7D | +0.6% | +17.0% | -16.4% | -0.1% |
| 30D | -7.3% | -16.5% | +9.2% | -6.8% |
| 3M | -14.2% | -23.7% | +9.5% | -13.6% |
| 6M | -25.1% | +18.4% | -43.5% | -26.8% |
| YTD | -21.2% | +60.8% | -82.0% | -24.5% |
| 1Y | -14.2% | +44.2% | -58.4% | -17.5% |
| 3Y | +63.5% | +668.1% | -604.6% | +38.2% |
| 5Y | +49.6% | -48.8% | +98.4% | +32.6% |
| All | +36.1% | -64.1% | +100.2% | +19.1% |
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