+130.9%
CME vs OUST
-68.5%
+199.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -9.0% | +8.7% | -0.4% |
| 7D | +3.7% | -5.0% | +8.7% | +3.6% |
| 30D | +13.7% | -32.0% | +45.8% | +13.7% |
| 3M | +16.6% | -32.4% | +48.9% | +16.6% |
| 6M | +8.2% | +6.7% | +1.5% | +7.6% |
| YTD | +16.3% | +41.0% | -24.7% | +15.4% |
| 1Y | +19.1% | +18.0% | +1.1% | +18.3% |
| 3Y | +67.4% | +560.6% | -493.3% | +58.9% |
| 5Y | +71.0% | -55.1% | +126.1% | +69.2% |
| All | +130.9% | -68.5% | +199.5% | +126.5% |
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