+4.0%
CTSH vs OUST
+729.1%
-725.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.2% |
| 7D | +1.8% | +31.9% | -30.1% | +1.8% |
| 30D | +9.8% | -4.2% | +14.0% | +9.9% |
| 3M | +12.1% | -9.3% | +21.4% | +12.3% |
| 6M | +27.4% | +51.7% | -24.3% | +23.6% |
| YTD | -20.3% | +76.6% | -96.9% | -23.7% |
| 1Y | -8.8% | +48.9% | -57.7% | -12.2% |
| 3Y | +4.0% | +675.3% | -671.2% | -12.8% |
| All | +4.0% | +729.1% | -725.0% | -12.8% |
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 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