+34.4%
CNH vs OUST
+42.6%
-8.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +10.8% | +0.1% | +10.1% |
| 7D | +8.6% | +36.7% | -28.1% | +6.1% |
| 30D | +12.6% | -3.3% | +15.9% | +12.4% |
| 3M | +17.5% | -11.1% | +28.6% | +17.9% |
| 6M | +18.1% | +53.1% | -35.0% | +10.9% |
| YTD | +40.4% | +78.2% | -37.8% | +28.1% |
| All | +34.4% | +42.6% | -8.2% | +24.6% |
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