+116.0%
CTAS vs OUST
-53.0%
+169.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -8.5% | +8.2% | -0.1% |
| 7D | +2.0% | -3.8% | +5.8% | +2.1% |
| 30D | +8.7% | +5.1% | +3.6% | +8.3% |
| 3M | +13.3% | -25.8% | +39.1% | +13.9% |
| 6M | +39.4% | -2.0% | +41.4% | +37.0% |
| YTD | +21.5% | +54.7% | -33.2% | +16.0% |
| 1Y | +21.9% | +48.8% | -26.9% | +16.4% |
| 3Y | +73.6% | +607.8% | -534.2% | +41.2% |
| All | +116.0% | -53.0% | +169.1% | +114.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling