-76.1%
CHTR vs OUST
-62.4%
-13.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.3% |
| 7D | -1.1% | +5.2% | -6.3% | -1.3% |
| 30D | -0.8% | -19.3% | +18.5% | +0.3% |
| 3M | +17.8% | -22.6% | +40.4% | +18.1% |
| 6M | -34.5% | +62.8% | -97.3% | -37.9% |
| YTD | -27.2% | +68.3% | -95.5% | -31.4% |
| 1Y | -41.4% | +28.5% | -70.0% | -44.3% |
| 3Y | -64.0% | +554.0% | -618.1% | -71.1% |
| 5Y | -81.3% | -56.2% | -25.1% | -84.2% |
| All | -76.1% | -62.4% | -13.6% | -79.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling