+81.2%
CNH vs OUST
-65.4%
+146.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.7% | -15.9% | -1.4% |
| 7D | +6.5% | -0.2% | +6.7% | +6.3% |
| 30D | -12.0% | -24.0% | +12.0% | -10.3% |
| 3M | +4.4% | -29.9% | +34.3% | +6.7% |
| 6M | +15.7% | +19.1% | -3.5% | +10.7% |
| YTD | +28.2% | +55.0% | -26.8% | +19.0% |
| 1Y | +14.8% | +21.2% | -6.4% | +8.4% |
| 3Y | +8.3% | +626.0% | -617.7% | -18.9% |
| 5Y | -15.2% | -51.6% | +36.4% | -25.6% |
| All | +81.2% | -65.4% | +146.6% | +64.0% |
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