+188.5%
CMI vs OUST
-61.4%
+249.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | -0.1% |
| 7D | +1.9% | +12.7% | -10.8% | +0.9% |
| 30D | -12.5% | -13.6% | +1.1% | -11.6% |
| 3M | -16.2% | -8.3% | -7.9% | -16.7% |
| 6M | +4.9% | +85.0% | -80.1% | -2.1% |
| YTD | +11.1% | +73.2% | -62.1% | +3.9% |
| 1Y | +43.4% | +32.5% | +10.9% | +35.6% |
| 3Y | +154.1% | +643.8% | -489.8% | +105.9% |
| 5Y | +169.5% | -52.1% | +221.6% | +134.2% |
| All | +188.5% | -61.4% | +249.9% | +159.5% |
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 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