-81.4%
CHTR vs OUST
-64.1%
-17.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +14.0% | -20.2% | -6.9% |
| 7D | +5.9% | +17.0% | -11.1% | +4.9% |
| 30D | +10.4% | -16.5% | +26.9% | +11.1% |
| 3M | -25.0% | -23.7% | -1.3% | -24.4% |
| 6M | -24.6% | +18.4% | -42.9% | -27.1% |
| YTD | -43.4% | +60.8% | -104.2% | -46.8% |
| 1Y | -45.8% | +44.2% | -90.0% | -48.8% |
| 3Y | -71.6% | +668.1% | -739.7% | -77.5% |
| 5Y | -82.9% | -48.8% | -34.0% | -85.5% |
| All | -81.4% | -64.1% | -17.3% | -83.9% |
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