+4,172.9%
CLS vs OUST
-62.4%
+4,235.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.6% |
| 7D | +4.6% | +5.2% | -0.7% | +3.7% |
| 30D | -13.9% | -19.3% | +5.4% | -11.2% |
| 3M | -26.6% | -22.6% | -3.9% | -25.0% |
| 6M | +15.4% | +62.8% | -47.4% | +4.9% |
| YTD | +5.7% | +68.3% | -62.7% | -5.2% |
| 1Y | +41.1% | +28.5% | +12.6% | +29.2% |
| 3Y | +1,228.6% | +554.0% | +674.5% | +801.2% |
| 5Y | +3,240.6% | -56.2% | +3,296.9% | +2,473.9% |
| All | +4,172.9% | -62.4% | +4,235.4% | +3,388.4% |
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