+103.2%
CB vs OUST
-49.1%
+152.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.7% |
| 7D | +0.2% | +17.0% | -16.8% | +0.3% |
| 30D | +9.1% | -16.5% | +25.6% | +9.1% |
| 3M | +3.4% | -23.7% | +27.1% | +3.4% |
| 6M | +14.1% | +18.4% | -4.3% | +13.7% |
| YTD | +18.0% | +60.8% | -42.8% | +17.2% |
| 1Y | +30.1% | +44.2% | -14.1% | +29.3% |
| 3Y | +71.8% | +668.1% | -596.3% | +66.4% |
| All | +103.2% | -49.1% | +152.2% | +100.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling