-78.9%
CHTR vs OUST
-60.6%
-18.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.9% | +11.5% | +10.7% |
| 7D | +17.8% | +31.9% | -14.1% | +15.9% |
| 30D | +29.7% | -4.2% | +33.9% | +29.5% |
| 3M | -12.5% | -9.3% | -3.3% | -12.7% |
| 6M | -13.4% | +51.7% | -65.1% | -17.4% |
| YTD | -35.8% | +76.6% | -112.4% | -40.0% |
| 1Y | -36.3% | +48.9% | -85.2% | -39.9% |
| 3Y | -67.3% | +675.3% | -742.5% | -74.0% |
| 5Y | -80.9% | -44.0% | -36.8% | -83.9% |
| All | -78.9% | -60.6% | -18.3% | -81.8% |
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 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