+57.9%
CME vs OUST
+554.0%
-496.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.2% |
| 7D | -1.6% | +5.2% | -6.8% | -1.5% |
| 30D | +6.2% | -19.3% | +25.5% | +5.8% |
| 3M | +10.4% | -22.6% | +33.1% | +10.4% |
| 6M | -9.5% | +62.8% | -72.3% | -8.6% |
| YTD | +6.0% | +68.3% | -62.3% | +7.3% |
| 1Y | +9.3% | +28.5% | -19.3% | +10.4% |
| All | +57.9% | +554.0% | -496.1% | +62.4% |
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 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