+73.4%
CTAS vs OUST
+729.1%
-655.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +1.0% |
| 7D | +0.7% | +31.9% | -31.2% | +0.5% |
| 30D | +11.3% | -4.2% | +15.5% | +11.4% |
| 3M | +11.4% | -9.3% | +20.7% | +11.5% |
| 6M | +35.6% | +51.7% | -16.0% | +32.6% |
| YTD | +20.7% | +76.6% | -55.9% | +16.8% |
| 1Y | +22.8% | +48.9% | -26.1% | +19.5% |
| 3Y | +73.4% | +675.3% | -601.8% | +42.9% |
| All | +73.4% | +729.1% | -655.7% | +42.9% |
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