-79.1%
CHTR vs OUST
-62.3%
-16.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -2.5% |
| 7D | +5.4% | +19.9% | -14.5% | +4.3% |
| 30D | +24.0% | +3.6% | +20.4% | +23.4% |
| 3M | -11.7% | -20.6% | +9.0% | -11.1% |
| 6M | -10.3% | +35.1% | -45.4% | -13.8% |
| YTD | -36.5% | +69.1% | -105.6% | -40.4% |
| 1Y | -37.7% | +49.9% | -87.7% | -41.3% |
| 3Y | -67.6% | +642.4% | -710.0% | -74.3% |
| 5Y | -80.8% | -48.3% | -32.5% | -83.8% |
| All | -79.1% | -62.3% | -16.9% | -81.9% |
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