+74.0%
CNH vs OUST
-68.5%
+142.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -9.0% | +5.1% | -3.2% |
| 7D | -0.4% | -5.0% | +4.7% | -0.1% |
| 30D | -15.2% | -32.0% | +16.8% | -12.9% |
| 3M | +4.3% | -32.4% | +36.6% | +6.8% |
| 6M | +10.1% | +6.7% | +3.4% | +6.2% |
| YTD | +23.2% | +41.0% | -17.8% | +15.2% |
| 1Y | +8.5% | +18.0% | -9.5% | +2.6% |
| 3Y | +4.1% | +560.6% | -556.5% | -21.5% |
| 5Y | -17.8% | -55.1% | +37.3% | -27.5% |
| All | +74.0% | -68.5% | +142.6% | +58.7% |
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