-4.4%
CTSH vs OUST
-65.5%
+61.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -8.5% | +7.9% | -0.4% |
| 7D | -2.1% | -3.8% | +1.6% | -2.0% |
| 30D | +1.4% | +5.1% | -3.7% | +1.0% |
| 3M | +7.5% | -25.8% | +33.3% | +8.1% |
| 6M | +39.6% | -2.0% | +41.6% | +36.3% |
| YTD | -22.3% | +54.7% | -77.0% | -27.0% |
| 1Y | -12.0% | +48.8% | -60.8% | -17.2% |
| 3Y | +1.8% | +607.8% | -606.0% | -19.4% |
| 5Y | -15.8% | -52.7% | +36.9% | -25.2% |
| All | -4.4% | -65.5% | +61.1% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling