+34.3%
CMG vs OUST
-64.1%
+98.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +14.0% | -16.7% | -3.6% |
| 7D | +8.0% | +17.0% | -9.0% | +6.7% |
| 30D | +11.9% | -16.5% | +28.4% | +12.8% |
| 3M | +2.1% | -23.7% | +25.8% | +3.2% |
| 6M | +5.2% | +18.4% | -13.2% | +0.6% |
| YTD | -6.9% | +60.8% | -67.7% | -13.7% |
| 1Y | +12.7% | +44.2% | -31.5% | +5.0% |
| 3Y | -16.8% | +668.1% | -684.9% | -37.5% |
| 5Y | -4.1% | -48.8% | +44.8% | -12.7% |
| All | +34.3% | -64.1% | +98.4% | +24.9% |
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