-36.7%
CMI vs OUST
+31.3%
-68.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | -1.3% |
| 7D | -10.0% | +17.0% | -27.0% | -11.9% |
| 30D | -13.0% | -16.5% | +3.5% | -11.4% |
| 3M | -29.9% | -23.7% | -6.2% | -28.1% |
| 6M | -36.7% | +18.4% | -55.1% | -39.3% |
| All | -36.7% | +31.3% | -68.0% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling