+79.9%
OUST vs CAI
-11.3%
+91.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.2% | -2.1% | -3.7% |
| 7D | +19.9% | -8.0% | +27.9% | +22.2% |
| 30D | +3.6% | -18.9% | +22.5% | +9.3% |
| 3M | -20.6% | +7.6% | -28.3% | -22.3% |
| 6M | +35.1% | +43.0% | -7.9% | +19.3% |
| YTD | +69.1% | -11.2% | +80.3% | +77.1% |
| 1Y | +49.9% | -3.3% | +53.2% | +51.9% |
| All | +79.9% | -11.3% | +91.2% | +96.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling