+65.7%
CTAS vs OUST
+554.0%
-488.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.3% |
| 7D | -1.8% | +5.2% | -7.0% | -1.9% |
| 30D | -0.2% | -19.3% | +19.1% | 0.0% |
| 3M | +11.7% | -22.6% | +34.3% | +11.6% |
| 6M | +0.7% | +62.8% | -62.1% | -2.2% |
| YTD | +7.4% | +68.3% | -60.9% | +4.0% |
| 1Y | -2.1% | +28.5% | -30.7% | -4.9% |
| All | +65.7% | +554.0% | -488.3% | +35.6% |
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