+121.0%
CMI vs OUST
+594.6%
-473.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.5% | +7.8% | +0.2% |
| 7D | +0.5% | -3.8% | +4.2% | +0.8% |
| 30D | -14.0% | +5.1% | -19.1% | -14.9% |
| 3M | -28.1% | -25.8% | -2.3% | -26.5% |
| 6M | -35.8% | -2.0% | -33.8% | -37.5% |
| YTD | -10.5% | +54.7% | -65.2% | -18.0% |
| 1Y | -1.9% | +48.8% | -50.7% | -9.9% |
| 3Y | +121.0% | +607.8% | -486.8% | +66.6% |
| All | +121.0% | +594.6% | -473.6% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling