+235.8%
CB vs OUST
-68.5%
+304.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -0.7% |
| 7D | +2.6% | -5.0% | +7.6% | +2.6% |
| 30D | +11.2% | -32.0% | +43.2% | +11.1% |
| 3M | +5.7% | -32.4% | +38.1% | +5.7% |
| 6M | +15.9% | +6.7% | +9.2% | +15.5% |
| YTD | +20.2% | +41.0% | -20.9% | +19.4% |
| 1Y | +32.4% | +18.0% | +14.4% | +31.8% |
| 3Y | +75.5% | +560.6% | -485.1% | +71.1% |
| 5Y | +105.5% | -55.1% | +160.6% | +102.5% |
| All | +235.8% | -68.5% | +304.4% | +238.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling