-7.3%
CTSH vs OUST
+554.0%
-561.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -3.6% |
| 7D | -2.7% | +5.2% | -7.9% | -2.8% |
| 30D | +12.4% | -19.3% | +31.6% | +12.6% |
| 3M | +17.4% | -22.6% | +40.0% | +17.3% |
| 6M | -3.1% | +62.8% | -65.9% | -7.2% |
| YTD | -23.6% | +68.3% | -91.9% | -27.1% |
| 1Y | -10.8% | +28.5% | -39.4% | -14.3% |
| All | -7.3% | +554.0% | -561.4% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling