-32.5%
CBRS vs OUST
+10.4%
-42.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +1.7% | +8.6% | +9.5% |
| 7D | +17.3% | +5.2% | +12.1% | +14.7% |
| 30D | -2.0% | -19.3% | +17.3% | +7.8% |
| 3M | -2.5% | -22.6% | +20.2% | +0.4% |
| All | -32.5% | +10.4% | -42.9% | -32.1% |
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 · Available span rolling