-0.7%
CTSH vs OUST
-65.4%
+64.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +15.7% | -12.7% | +2.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +13.1% | -24.0% | +37.1% | +14.0% |
| 3M | +17.9% | -29.9% | +47.8% | +19.0% |
| 6M | +28.5% | +19.1% | +9.3% | +23.7% |
| YTD | -19.3% | +55.0% | -74.3% | -24.1% |
| 1Y | -7.6% | +21.2% | -28.8% | -11.9% |
| 3Y | +4.8% | +626.0% | -621.2% | -17.2% |
| 5Y | -9.9% | -51.6% | +41.7% | -20.0% |
| All | -0.7% | -65.4% | +64.7% | -11.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling