-71.2%
CBRS vs OUST
+5.4%
-76.6%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +14.0% | -4.3% | +3.2% |
| 7D | -17.9% | +17.0% | -34.9% | -24.2% |
| 30D | -48.8% | -16.5% | -32.3% | -44.8% |
| 3M | -57.6% | -23.7% | -33.9% | -53.1% |
| All | -71.2% | +5.4% | -76.6% | -71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling