-2.7%
CTSH vs OUST
-60.6%
+57.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +14.0% | -16.0% | -2.6% |
| 30D | +8.0% | +2.5% | +5.4% | +7.6% |
| 3M | +10.6% | -15.3% | +25.9% | +10.8% |
| 6M | +32.5% | +42.6% | -10.1% | +26.8% |
| YTD | -21.0% | +76.6% | -97.6% | -26.0% |
| 1Y | -9.9% | +54.1% | -64.0% | -15.1% |
| 3Y | +3.1% | +675.3% | -672.1% | -18.4% |
| 5Y | -13.4% | -45.1% | +31.7% | -23.5% |
| All | -2.7% | -60.6% | +57.9% | -13.8% |
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