-35.0%
CLS vs OUST
+41.3%
-76.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -13.9% | +31.9% | -45.8% | -21.9% |
| 30D | -38.2% | -4.2% | -34.0% | -37.9% |
| 3M | -28.8% | -9.3% | -19.6% | -27.8% |
| 6M | -40.4% | +51.7% | -92.1% | -51.4% |
| YTD | -24.3% | +76.6% | -100.9% | -47.9% |
| 1Y | -35.0% | +48.9% | -83.9% | -48.1% |
| All | -35.0% | +41.3% | -76.3% | -48.1% |
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