+79.2%
CTAS vs OUST
+537.2%
-457.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.0% | +7.9% | -1.1% |
| 7D | +3.8% | -5.0% | +8.9% | +3.8% |
| 30D | +15.5% | -32.0% | +47.6% | +15.9% |
| 3M | +12.7% | -32.4% | +45.1% | +13.0% |
| 6M | +34.5% | +6.7% | +27.8% | +32.1% |
| YTD | +21.3% | +41.0% | -19.7% | +17.5% |
| 1Y | +23.1% | +18.0% | +5.1% | +19.9% |
| All | +79.2% | +537.2% | -457.9% | +47.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling