+32.4%
CB vs OUST
-1.5%
+33.9%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.0% | +8.3% | -1.2% |
| 7D | +2.6% | -5.0% | +7.6% | +2.3% |
| 30D | +11.2% | -32.0% | +43.2% | +9.1% |
| 3M | +5.7% | -32.4% | +38.1% | +4.0% |
| 6M | +15.9% | +6.7% | +9.2% | +18.2% |
| YTD | +20.2% | +41.0% | -20.9% | +25.1% |
| 1Y | +32.4% | +18.0% | +14.4% | +37.5% |
| All | +32.4% | -1.5% | +33.9% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling