+185.4%
CTAS vs OUST
-60.6%
+246.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -0.8% | +14.0% | -14.7% | -1.2% |
| 30D | +10.7% | +2.5% | +8.2% | +10.5% |
| 3M | +11.0% | -15.3% | +26.3% | +11.2% |
| 6M | +38.7% | +42.6% | -3.9% | +34.6% |
| YTD | +21.8% | +76.6% | -54.9% | +16.3% |
| 1Y | +23.6% | +54.1% | -30.5% | +18.6% |
| 3Y | +74.9% | +675.3% | -600.3% | +46.0% |
| 5Y | +119.5% | -45.1% | +164.6% | +99.4% |
| All | +185.4% | -60.6% | +246.0% | +154.5% |
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 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