+159.3%
CDE vs OUST
-62.4%
+221.8%
-82.0%
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% | -2.2% |
| 7D | +0.5% | +5.2% | -4.7% | -0.2% |
| 30D | +21.9% | -19.3% | +41.1% | +25.4% |
| 3M | +14.9% | -22.6% | +37.6% | +16.5% |
| 6M | -10.5% | +62.8% | -73.3% | -20.2% |
| YTD | +19.3% | +68.3% | -49.1% | +5.6% |
| 1Y | +50.8% | +28.5% | +22.3% | +36.0% |
| 3Y | +782.3% | +554.0% | +228.3% | +467.6% |
| 5Y | +191.7% | -56.2% | +247.9% | +137.9% |
| All | +159.3% | -62.4% | +221.8% | +115.8% |
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