+10.3%
CNH vs OUST
+554.0%
-543.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.4% | +3.9% |
| 7D | +23.3% | +5.2% | +18.1% | +22.8% |
| 30D | +33.5% | -19.3% | +52.7% | +35.6% |
| 3M | +32.7% | -22.6% | +55.4% | +33.5% |
| 6M | +22.2% | +62.8% | -40.6% | +13.5% |
| YTD | +57.7% | +68.3% | -10.7% | +45.5% |
| 1Y | +28.0% | +28.5% | -0.6% | +19.5% |
| All | +10.3% | +554.0% | -543.7% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling