-4.1%
CMG vs OUST
-53.0%
+48.9%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.5% | +8.8% | +0.9% |
| 7D | +2.5% | -3.8% | +6.2% | +2.7% |
| 30D | +15.6% | +5.1% | +10.5% | +14.8% |
| 3M | +8.2% | -25.8% | +34.0% | +9.6% |
| 6M | +9.9% | -2.0% | +11.9% | +6.8% |
| YTD | -4.6% | +54.7% | -59.4% | -11.8% |
| 1Y | +12.4% | +48.8% | -36.4% | +4.1% |
| 3Y | -18.0% | +607.8% | -625.8% | -39.6% |
| All | -4.1% | -53.0% | +48.9% | +7.6% |
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