+188.1%
CMI vs OUST
-62.4%
+250.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.7% | +1.1% | +2.7% |
| 7D | -0.7% | +5.2% | -6.0% | -1.2% |
| 30D | -13.4% | -19.3% | +5.8% | -12.0% |
| 3M | -17.0% | -22.6% | +5.6% | -16.4% |
| 6M | -1.6% | +62.8% | -64.4% | -7.3% |
| YTD | +11.0% | +68.3% | -57.4% | +4.0% |
| 1Y | +41.9% | +28.5% | +13.4% | +34.5% |
| 3Y | +151.8% | +554.0% | -402.2% | +105.6% |
| 5Y | +163.6% | -56.2% | +219.8% | +129.8% |
| All | +188.1% | -62.4% | +250.5% | +159.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling