-39.3%
CLS vs OUST
+32.6%
-71.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -3.8% |
| 7D | -22.2% | +17.0% | -39.2% | -26.5% |
| 30D | -44.4% | -16.5% | -27.9% | -41.7% |
| 3M | -34.3% | -23.7% | -10.6% | -29.8% |
| 6M | -50.1% | +18.4% | -68.4% | -55.5% |
| YTD | -30.1% | +60.8% | -90.9% | -49.3% |
| 1Y | -39.3% | +44.2% | -83.5% | -52.3% |
| All | -39.3% | +32.6% | -71.9% | -52.3% |
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