+73.0%
CF vs OUST
+554.0%
-481.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.2% |
| 7D | +6.0% | +5.2% | +0.8% | +6.0% |
| 30D | +14.8% | -19.3% | +34.1% | +15.0% |
| 3M | +14.1% | -22.6% | +36.7% | +14.1% |
| 6M | +28.5% | +62.8% | -34.2% | +25.8% |
| YTD | +74.9% | +68.3% | +6.6% | +70.6% |
| 1Y | +61.7% | +28.5% | +33.1% | +58.2% |
| All | +73.0% | +554.0% | -481.0% | +57.5% |
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 · 6 months rolling