-3.2%
CMI vs OUST
+50.6%
-53.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | -9.3% | +31.9% | -41.2% | -13.4% |
| 30D | -13.2% | -4.2% | -9.0% | -13.2% |
| 3M | -28.2% | -9.3% | -18.9% | -27.9% |
| 6M | -32.7% | +51.7% | -84.4% | -41.7% |
| YTD | -10.1% | +76.6% | -86.7% | -27.9% |
| All | -3.2% | +50.6% | -53.8% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling