+84.3%
OUST vs CAI
-8.1%
+92.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +12.7% | +0.2% | +12.6% | +12.7% |
| 30D | -13.6% | +9.1% | -22.8% | -15.7% |
| 3M | -8.3% | +53.8% | -62.1% | -19.8% |
| 6M | +85.0% | +33.5% | +51.4% | +65.2% |
| YTD | +73.2% | -8.0% | +81.2% | +79.9% |
| 1Y | +32.5% | -28.7% | +61.2% | +49.4% |
| All | +84.3% | -8.1% | +92.4% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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