+2,949.5%
CLS vs OUST
-60.2%
+3,009.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.8% | -3.0% | +6.1% |
| 7D | -10.6% | +36.7% | -47.2% | -15.3% |
| 30D | -38.4% | -3.3% | -35.1% | -38.3% |
| 3M | -29.9% | -11.1% | -18.7% | -28.9% |
| 6M | -40.6% | +53.1% | -93.7% | -45.6% |
| YTD | -24.6% | +78.2% | -102.8% | -33.2% |
| 1Y | -30.8% | +50.0% | -80.8% | -37.1% |
| 3Y | +811.7% | +836.2% | -24.4% | +491.9% |
| 5Y | +1,838.4% | -50.0% | +1,888.4% | +1,374.5% |
| All | +2,949.5% | -60.2% | +3,009.8% | +2,359.4% |
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 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