+29.1%
CMS vs OUST
-64.1%
+93.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +14.0% | -16.1% | -2.1% |
| 7D | -1.3% | +17.0% | -18.3% | -1.3% |
| 30D | +6.3% | -16.5% | +22.8% | +6.3% |
| 3M | -2.1% | -23.7% | +21.6% | -2.1% |
| 6M | -5.1% | +18.4% | -23.5% | -5.2% |
| YTD | +1.3% | +60.8% | -59.5% | +1.0% |
| 1Y | -1.4% | +44.2% | -45.6% | -1.7% |
| 3Y | +36.9% | +668.1% | -631.2% | +34.2% |
| 5Y | +32.5% | -48.8% | +81.4% | +23.4% |
| All | +29.1% | -64.1% | +93.2% | +17.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling