+19.1%
CNH vs OUST
+40.1%
-21.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.5% | +8.0% | +0.2% |
| 7D | +3.0% | -3.8% | +6.8% | +3.4% |
| 30D | -0.6% | +5.1% | -5.6% | -1.1% |
| 3M | +14.6% | -25.8% | +40.4% | +16.7% |
| 6M | +11.8% | -2.0% | +13.8% | +9.7% |
| YTD | +30.4% | +54.7% | -24.3% | +19.8% |
| 1Y | +19.1% | +48.8% | -29.7% | +9.9% |
| All | +19.1% | +40.1% | -21.1% | +9.9% |
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 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