+99.7%
CDE vs OUST
-53.0%
+152.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.5% | +6.3% | -0.8% |
| 7D | -9.6% | -3.8% | -5.9% | -9.0% |
| 30D | -6.7% | +5.1% | -11.7% | -7.8% |
| 3M | -24.2% | -25.8% | +1.6% | -21.1% |
| 6M | -29.1% | -2.0% | -27.1% | -31.4% |
| YTD | -21.5% | +54.7% | -76.2% | -30.4% |
| 1Y | -7.4% | +48.8% | -56.2% | -17.6% |
| 3Y | +596.3% | +607.8% | -11.5% | +331.1% |
| All | +99.7% | -53.0% | +152.7% | +81.1% |
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 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