-2.3%
CTSH vs OUST
-64.1%
+61.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.0% | -16.7% | -3.2% |
| 7D | -0.6% | +17.0% | -17.6% | -1.2% |
| 30D | +13.4% | -16.5% | +29.9% | +13.9% |
| 3M | +14.4% | -23.7% | +38.1% | +15.1% |
| 6M | +27.7% | +18.4% | +9.3% | +23.1% |
| YTD | -20.6% | +60.8% | -81.4% | -25.5% |
| 1Y | -9.1% | +44.2% | -53.3% | -14.3% |
| 3Y | +3.1% | +668.1% | -665.0% | -18.8% |
| 5Y | -11.8% | -48.8% | +37.1% | -21.9% |
| All | -2.3% | -64.1% | +61.8% | -13.1% |
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