-77.1%
CHTR vs OUST
-61.4%
-15.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -4.3% |
| 7D | -0.3% | +12.7% | -13.0% | -1.0% |
| 30D | -4.5% | -13.6% | +9.1% | -3.9% |
| 3M | +10.2% | -8.3% | +18.5% | +9.6% |
| 6M | -37.2% | +85.0% | -122.2% | -41.0% |
| YTD | -30.2% | +73.2% | -103.4% | -34.3% |
| 1Y | -44.8% | +32.5% | -77.2% | -47.5% |
| 3Y | -65.5% | +643.8% | -709.3% | -72.5% |
| 5Y | -81.8% | -52.1% | -29.7% | -84.6% |
| All | -77.1% | -61.4% | -15.7% | -80.1% |
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