+110.4%
CME vs OUST
-62.4%
+172.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.3% |
| 7D | -1.6% | +5.2% | -6.8% | -1.6% |
| 30D | +6.2% | -19.3% | +25.5% | +6.3% |
| 3M | +10.4% | -22.6% | +33.1% | +10.4% |
| 6M | -9.5% | +62.8% | -72.3% | -10.2% |
| YTD | +6.0% | +68.3% | -62.3% | +5.2% |
| 1Y | +9.3% | +28.5% | -19.3% | +8.5% |
| 3Y | +57.7% | +554.0% | -496.4% | +50.3% |
| 5Y | +77.7% | -56.2% | +133.9% | +76.1% |
| All | +110.4% | -62.4% | +172.9% | +106.4% |
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