-14.8%
CMG vs OUST
+692.9%
-707.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +4.1% | +14.0% | -9.9% | +3.5% |
| 30D | +20.5% | +2.5% | +18.0% | +20.2% |
| 3M | +14.5% | -15.3% | +29.8% | +14.8% |
| 6M | +14.8% | +42.6% | -27.8% | +10.6% |
| YTD | -1.0% | +76.6% | -77.6% | -6.3% |
| 1Y | +22.9% | +54.1% | -31.1% | +16.8% |
| All | -14.8% | +692.9% | -707.8% | -22.5% |
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 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