-49.2%
CHTR vs OUST
+29.4%
-78.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -3.3% | -4.8% | -8.1% |
| 7D | -15.8% | +4.0% | -19.8% | -15.8% |
| 30D | -12.7% | -14.0% | +1.3% | -12.6% |
| 3M | -1.1% | -5.9% | +4.8% | -1.0% |
| 6M | -39.9% | +76.4% | -116.3% | -40.8% |
| YTD | -35.9% | +67.5% | -103.3% | -36.9% |
| 1Y | -49.2% | +27.1% | -76.3% | -48.5% |
| All | -49.2% | +29.4% | -78.5% | -48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling