-2.3%
CMI vs OUST
+42.6%
-44.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +10.8% | -7.2% | +2.0% |
| 7D | -6.8% | +36.7% | -43.5% | -11.6% |
| 30D | -10.9% | -3.3% | -7.5% | -11.0% |
| 3M | -27.3% | -11.1% | -16.2% | -26.8% |
| 6M | -30.9% | +53.1% | -83.9% | -40.3% |
| YTD | -7.7% | +78.2% | -85.9% | -26.2% |
| All | -2.3% | +42.6% | -44.9% | -19.4% |
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