+78.8%
CNH vs OUST
-64.1%
+143.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +14.0% | -11.3% | +1.6% |
| 7D | -1.7% | +17.0% | -18.7% | -3.1% |
| 30D | -7.2% | -16.5% | +9.3% | -6.3% |
| 3M | +6.5% | -23.7% | +30.2% | +8.1% |
| 6M | +7.9% | +18.4% | -10.5% | +3.2% |
| YTD | +26.6% | +60.8% | -34.2% | +17.0% |
| 1Y | +13.8% | +44.2% | -30.4% | +5.8% |
| 3Y | +9.2% | +668.1% | -658.9% | -18.6% |
| 5Y | -15.6% | -48.8% | +33.2% | -26.3% |
| All | +78.8% | -64.1% | +143.0% | +61.3% |
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