+307.4%
CF vs OUST
-65.4%
+372.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +15.7% | -20.1% | -4.6% |
| 7D | -6.9% | -0.2% | -6.7% | -6.9% |
| 30D | -3.7% | -24.0% | +20.2% | -3.3% |
| 3M | -5.0% | -29.9% | +24.9% | -4.5% |
| 6M | -10.5% | +19.1% | -29.6% | -12.0% |
| YTD | +46.5% | +55.0% | -8.5% | +42.1% |
| 1Y | +34.8% | +21.2% | +13.7% | +31.7% |
| 3Y | +46.7% | +626.0% | -579.3% | +28.9% |
| 5Y | +112.0% | -51.6% | +163.6% | +104.4% |
| All | +307.4% | -65.4% | +372.8% | +292.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling