-4.0%
CTSH vs OUST
-60.2%
+56.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -2.1% |
| 7D | -2.3% | +36.7% | -39.0% | -3.4% |
| 30D | +7.4% | -3.3% | +10.8% | +7.4% |
| 3M | +10.9% | -11.1% | +22.1% | +10.9% |
| 6M | +24.7% | +53.1% | -28.4% | +18.7% |
| YTD | -22.0% | +78.2% | -100.2% | -27.0% |
| 1Y | -11.2% | +50.0% | -61.2% | -16.1% |
| 3Y | +3.9% | +836.2% | -832.3% | -19.0% |
| 5Y | -13.9% | -50.0% | +36.0% | -23.7% |
| All | -4.0% | -60.2% | +56.2% | -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