-55.1%
OUST vs CASY
+254.0%
-309.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +2.2% | -11.2% | -9.4% |
| 7D | -5.0% | +1.8% | -6.9% | -5.4% |
| 30D | -32.0% | +11.2% | -43.2% | -33.8% |
| 3M | -32.4% | -19.1% | -13.3% | -29.4% |
| 6M | +6.7% | -19.9% | +26.6% | +10.9% |
| YTD | +41.0% | +25.2% | +15.9% | +27.6% |
| 1Y | +18.0% | +31.6% | -13.6% | +4.8% |
| 3Y | +560.6% | +155.4% | +405.2% | +374.7% |
| 5Y | -55.1% | +251.5% | -306.7% | -72.4% |
| All | -55.1% | +254.0% | -309.1% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 5y: compounded portfolio wealth divided by compounded CASY 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…
5y analysis · Full analysis span regression · 6 months rolling