+179.2%
CTAS vs OUST
-64.1%
+243.4%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -2.2% |
| 7D | +1.2% | +17.0% | -15.8% | +0.7% |
| 30D | +12.8% | -16.5% | +29.3% | +13.2% |
| 3M | +10.3% | -23.7% | +33.9% | +10.8% |
| 6M | +32.0% | +18.4% | +13.6% | +28.8% |
| YTD | +19.1% | +60.8% | -41.7% | +14.1% |
| 1Y | +21.5% | +44.2% | -22.7% | +16.7% |
| 3Y | +76.0% | +668.1% | -592.1% | +46.5% |
| 5Y | +110.9% | -48.8% | +159.7% | +92.0% |
| All | +179.2% | -64.1% | +243.4% | +149.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling