+137.4%
CME vs OUST
-60.6%
+198.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +2.5% | +14.0% | -11.5% | +2.5% |
| 30D | +13.9% | +2.5% | +11.4% | +14.0% |
| 3M | +22.4% | -15.3% | +37.7% | +22.5% |
| 6M | +12.9% | +42.6% | -29.7% | +12.4% |
| YTD | +19.6% | +76.6% | -57.0% | +18.7% |
| 1Y | +17.7% | +54.1% | -36.4% | +16.9% |
| 3Y | +65.3% | +675.3% | -609.9% | +57.4% |
| 5Y | +75.1% | -45.1% | +120.2% | +73.5% |
| All | +137.4% | -60.6% | +198.0% | +133.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling