-37.7%
CHTR vs OUST
+46.4%
-84.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.2% | +1.6% | -2.8% |
| 7D | +5.4% | +19.9% | -14.5% | +5.9% |
| 30D | +24.0% | +3.6% | +20.4% | +24.3% |
| 3M | -11.7% | -20.6% | +9.0% | -11.6% |
| 6M | -10.3% | +35.1% | -45.4% | -7.6% |
| YTD | -36.5% | +69.1% | -105.6% | -34.5% |
| 1Y | -37.7% | +49.9% | -87.7% | -35.2% |
| All | -37.7% | +46.4% | -84.1% | -35.2% |
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