+100.7%
CTVA vs OUST
-65.5%
+166.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.5% | +11.1% | +2.9% |
| 7D | -20.8% | -3.8% | -17.0% | -20.6% |
| 30D | -29.6% | +5.1% | -34.7% | -29.8% |
| 3M | -16.9% | -25.8% | +8.9% | -16.3% |
| 6M | -24.3% | -2.0% | -22.2% | -25.4% |
| YTD | -5.6% | +54.7% | -60.3% | -9.5% |
| 1Y | -4.2% | +48.8% | -53.0% | -8.1% |
| 3Y | +43.3% | +607.8% | -564.5% | +23.7% |
| 5Y | +35.7% | -52.7% | +88.4% | +24.0% |
| All | +100.7% | -65.5% | +166.2% | +82.2% |
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