+1,763.7%
CLS vs OUST
-49.1%
+1,812.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -2.0% |
| 7D | -22.2% | +17.0% | -39.2% | -24.7% |
| 30D | -44.4% | -16.5% | -27.9% | -42.8% |
| 3M | -34.3% | -23.7% | -10.6% | -31.6% |
| 6M | -50.1% | +18.4% | -68.4% | -52.8% |
| YTD | -30.1% | +60.8% | -90.9% | -37.8% |
| 1Y | -39.3% | +44.2% | -83.5% | -45.1% |
| 3Y | +732.7% | +668.1% | +64.6% | +419.5% |
| All | +1,763.7% | -49.1% | +1,812.7% | +1,400.0% |
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 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