+2,727.4%
CLS vs OUST
-64.1%
+2,791.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -1.7% |
| 7D | -22.2% | +17.0% | -39.2% | -24.4% |
| 30D | -44.4% | -16.5% | -27.9% | -42.9% |
| 3M | -34.3% | -23.7% | -10.6% | -31.8% |
| 6M | -50.1% | +18.4% | -68.4% | -52.5% |
| YTD | -30.1% | +60.8% | -90.9% | -37.0% |
| 1Y | -39.3% | +44.2% | -83.5% | -44.5% |
| 3Y | +732.7% | +668.1% | +64.6% | +455.7% |
| 5Y | +1,777.2% | -48.8% | +1,826.0% | +1,344.5% |
| All | +2,727.4% | -64.1% | +2,791.5% | +2,218.0% |
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