+0.4%
CMS vs OUST
-1.5%
+2.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | -0.7% |
| 7D | +1.7% | -5.0% | +6.7% | +1.5% |
| 30D | +8.6% | -32.0% | +40.7% | +7.5% |
| 3M | -0.5% | -32.4% | +31.9% | -1.4% |
| 6M | -4.2% | +6.7% | -10.9% | -3.6% |
| YTD | +3.4% | +41.0% | -37.6% | +4.7% |
| 1Y | +0.4% | +18.0% | -17.5% | +1.9% |
| All | +0.4% | -1.5% | +2.0% | +1.9% |
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