+122.8%
CNH vs OUST
-62.4%
+185.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.4% |
| 6M | +22.2% | +62.8% | -40.6% | +14.0% |
| YTD | +57.7% | +68.3% | -10.7% | +46.1% |
| 1Y | +28.0% | +28.5% | -0.6% | +20.0% |
| 3Y | +11.5% | +554.0% | -542.5% | -15.5% |
| 5Y | +11.9% | -56.2% | +68.1% | -0.8% |
| All | +122.8% | -62.4% | +185.2% | +101.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling