+157.8%
CTVA vs OUST
-60.2%
+218.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.1% | +1.4% |
| 7D | +1.6% | +36.7% | -35.1% | +0.5% |
| 30D | -8.5% | -3.3% | -5.2% | -8.6% |
| 3M | +5.3% | -11.1% | +16.4% | +5.3% |
| 6M | -0.1% | +53.1% | -53.1% | -3.6% |
| YTD | +21.2% | +78.2% | -57.0% | +15.6% |
| 1Y | +27.0% | +50.0% | -23.0% | +21.8% |
| 3Y | +87.2% | +836.2% | -748.9% | +59.7% |
| 5Y | +77.9% | -50.0% | +127.9% | +62.0% |
| All | +157.8% | -60.2% | +218.0% | +132.7% |
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