-50.8%
CLS vs OUST
+2.5%
-53.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.0% | -4.0% | -10.3% |
| 7D | -27.3% | -5.0% | -22.2% | -26.3% |
| 30D | -47.0% | -32.0% | -15.0% | -41.1% |
| 3M | -43.3% | -32.4% | -11.0% | -37.4% |
| 6M | -50.8% | +6.7% | -57.5% | -51.8% |
| All | -50.8% | +2.5% | -53.2% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling