-29.6%
CLS vs OUST
+11.1%
-40.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +15.7% | -24.8% | -13.8% |
| 7D | -21.1% | -0.2% | -20.9% | -21.5% |
| 30D | -38.2% | -24.0% | -14.2% | -33.4% |
| 3M | -36.3% | -29.9% | -6.4% | -30.3% |
| 6M | -43.8% | +19.1% | -63.0% | -49.8% |
| YTD | -20.0% | +55.0% | -75.0% | -40.1% |
| 1Y | -29.6% | +21.2% | -50.8% | -38.4% |
| All | -29.6% | +11.1% | -40.7% | -38.4% |
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