+45.3%
CHRW vs OUST
-65.4%
+110.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +15.7% | -15.5% | -0.4% |
| 7D | +4.9% | -0.2% | +5.1% | +4.8% |
| 30D | -4.8% | -24.0% | +19.2% | -4.0% |
| 3M | -13.1% | -29.9% | +16.8% | -12.2% |
| 6M | -16.3% | +19.1% | -35.5% | -18.3% |
| YTD | -15.8% | +55.0% | -70.8% | -19.2% |
| 1Y | -11.1% | +21.2% | -32.3% | -13.9% |
| 3Y | +75.3% | +626.0% | -550.7% | +48.6% |
| 5Y | +56.0% | -51.6% | +107.6% | +38.6% |
| All | +45.3% | -65.4% | +110.7% | +27.5% |
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