+1,767.8%
CLS vs OUST
-56.4%
+1,824.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.0% | -4.0% | -11.4% |
| 7D | -27.3% | -5.0% | -22.2% | -26.8% |
| 30D | -47.0% | -32.0% | -15.0% | -43.4% |
| 3M | -43.3% | -32.4% | -11.0% | -39.6% |
| 6M | -50.8% | +6.7% | -57.5% | -52.5% |
| YTD | -30.4% | +41.0% | -71.5% | -36.6% |
| 1Y | -41.7% | +18.0% | -59.7% | -45.3% |
| 3Y | +701.4% | +560.6% | +140.8% | +414.3% |
| 5Y | +1,767.8% | -55.1% | +1,822.9% | +1,432.9% |
| All | +1,767.8% | -56.4% | +1,824.2% | +1,432.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling