+207.8%
CB vs OUST
-62.4%
+270.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -1.9% |
| 7D | +0.5% | +5.2% | -4.7% | +0.5% |
| 30D | -3.1% | -19.3% | +16.2% | -3.1% |
| 3M | +9.0% | -22.6% | +31.6% | +8.9% |
| 6M | +2.9% | +62.8% | -59.9% | +2.3% |
| YTD | +10.1% | +68.3% | -58.2% | +9.5% |
| 1Y | +22.8% | +28.5% | -5.8% | +22.3% |
| 3Y | +73.8% | +554.0% | -480.2% | +69.7% |
| 5Y | +99.2% | -56.2% | +155.4% | +96.4% |
| All | +207.8% | -62.4% | +270.2% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling