+93.2%
CNH vs OUST
-60.6%
+153.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +6.7% | +14.0% | -7.3% | +5.5% |
| 30D | +7.2% | +2.5% | +4.7% | +6.6% |
| 3M | +17.5% | -15.3% | +32.8% | +18.2% |
| 6M | +15.0% | +42.6% | -27.7% | +8.5% |
| YTD | +36.8% | +76.6% | -39.8% | +25.5% |
| 1Y | +27.6% | +54.1% | -26.4% | +18.2% |
| 3Y | +34.3% | +675.3% | -640.9% | +0.2% |
| 5Y | -12.2% | -45.1% | +32.9% | -23.7% |
| All | +93.2% | -60.6% | +153.8% | +73.0% |
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