+44.3%
CDE vs OUST
+33.8%
+10.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.9% | -5.6% | -3.3% |
| 7D | +2.3% | +12.7% | -10.4% | -0.2% |
| 30D | +18.8% | -13.6% | +32.4% | +21.8% |
| 3M | +23.5% | -8.3% | +31.8% | +19.8% |
| 6M | -8.6% | +85.0% | -93.6% | -26.5% |
| YTD | +16.0% | +73.2% | -57.2% | -5.7% |
| All | +44.3% | +33.8% | +10.5% | +16.8% |
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 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