+63.2%
CME vs OUST
+626.4%
-563.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.0% | -14.4% | -0.1% |
| 7D | +0.9% | +17.0% | -16.1% | +1.4% |
| 30D | +13.2% | -16.5% | +29.7% | +12.9% |
| 3M | +16.3% | -23.7% | +39.9% | +16.0% |
| 6M | +7.1% | +18.4% | -11.2% | +7.9% |
| YTD | +15.8% | +60.8% | -45.0% | +17.3% |
| 1Y | +17.1% | +44.2% | -27.1% | +18.4% |
| 3Y | +63.2% | +668.1% | -604.9% | +70.3% |
| All | +63.2% | +626.4% | -563.3% | +70.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling