+40.5%
CMG vs OUST
-62.6%
+103.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.3% | +0.8% | -2.3% |
| 7D | -6.5% | +4.0% | -10.5% | -6.7% |
| 30D | +12.1% | -14.0% | +26.1% | +13.1% |
| 3M | +20.6% | -5.9% | +26.5% | +19.2% |
| 6M | +2.1% | +76.4% | -74.3% | -5.1% |
| YTD | -2.6% | +67.5% | -70.1% | -9.4% |
| 1Y | -8.7% | +27.1% | -35.8% | -14.0% |
| 3Y | -7.4% | +619.0% | -626.4% | -29.7% |
| 5Y | -5.7% | -54.9% | +49.3% | -13.2% |
| All | +40.5% | -62.6% | +103.2% | +31.1% |
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