+24.3%
CTVA vs OUST
+42.6%
-18.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.8% | -9.1% | +1.8% |
| 7D | +1.6% | +36.7% | -35.1% | +1.9% |
| 30D | -8.5% | -3.3% | -5.2% | -8.5% |
| 3M | +5.3% | -11.1% | +16.4% | +5.4% |
| 6M | -0.1% | +53.1% | -53.1% | -4.0% |
| YTD | +21.2% | +78.2% | -57.0% | +15.5% |
| All | +24.3% | +42.6% | -18.3% | +19.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling