+187.6%
CTAS vs OUST
-65.4%
+253.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.7% | -13.4% | +1.9% |
| 7D | +7.6% | -0.2% | +7.8% | +7.6% |
| 30D | +17.2% | -24.0% | +41.2% | +18.0% |
| 3M | +12.8% | -29.9% | +42.6% | +13.6% |
| 6M | +38.0% | +19.1% | +18.8% | +34.5% |
| YTD | +22.7% | +55.0% | -32.3% | +17.7% |
| 1Y | +25.6% | +21.2% | +4.5% | +21.6% |
| 3Y | +81.4% | +626.0% | -544.6% | +51.3% |
| 5Y | +117.9% | -51.6% | +169.5% | +98.8% |
| All | +187.6% | -65.4% | +253.0% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling