-81.8%
CHTR vs OUST
-52.5%
-29.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.3% |
| 7D | -0.3% | +12.7% | -13.0% | -1.1% |
| 30D | -4.5% | -13.6% | +9.1% | -3.8% |
| 3M | +10.2% | -8.3% | +18.5% | +9.4% |
| 6M | -37.2% | +85.0% | -122.2% | -41.6% |
| YTD | -30.2% | +73.2% | -103.4% | -35.0% |
| 1Y | -44.8% | +32.5% | -77.2% | -48.0% |
| 3Y | -65.5% | +643.8% | -709.3% | -74.0% |
| 5Y | -81.8% | -52.1% | -29.7% | -83.8% |
| All | -81.8% | -52.5% | -29.2% | -83.8% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling