-2.5%
CMG vs OUST
-56.2%
+53.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.7% |
| 7D | -2.8% | +5.2% | -8.0% | -3.2% |
| 30D | +7.1% | -19.3% | +26.4% | +8.6% |
| 3M | +31.2% | -22.6% | +53.8% | +31.3% |
| 6M | +0.7% | +62.8% | -62.1% | -6.2% |
| YTD | -0.1% | +68.3% | -68.5% | -7.5% |
| 1Y | -10.7% | +28.5% | -39.3% | -16.3% |
| 3Y | -4.7% | +554.0% | -558.7% | -28.7% |
| All | -2.5% | -56.2% | +53.7% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling