+2,713.1%
CLS vs OUST
-68.5%
+2,781.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -9.0% | -4.0% | -11.6% |
| 7D | -27.3% | -5.0% | -22.2% | -26.8% |
| 30D | -47.0% | -32.0% | -15.0% | -43.8% |
| 3M | -43.3% | -32.4% | -11.0% | -40.0% |
| 6M | -50.8% | +6.7% | -57.5% | -52.3% |
| YTD | -30.4% | +41.0% | -71.5% | -35.9% |
| 1Y | -41.7% | +18.0% | -59.7% | -44.9% |
| 3Y | +701.4% | +560.6% | +140.8% | +448.3% |
| 5Y | +1,767.8% | -55.1% | +1,822.9% | +1,370.2% |
| All | +2,713.1% | -68.5% | +2,781.7% | +2,259.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling