+49.9%
OUST vs CAI
-5.1%
+55.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -3.8% |
| 7D | +19.9% | -8.0% | +27.9% | +21.9% |
| 30D | +3.6% | -18.9% | +22.5% | +8.8% |
| 3M | -20.6% | +7.6% | -28.3% | -21.0% |
| 6M | +35.1% | +43.0% | -7.9% | +23.7% |
| YTD | +69.1% | -11.2% | +80.3% | +91.1% |
| 1Y | +49.9% | -3.3% | +53.2% | +56.4% |
| All | +49.9% | -5.1% | +55.1% | +56.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling