+31.9%
CMS vs OUST
-68.5%
+100.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.0% | +8.6% | -0.4% |
| 7D | +1.7% | -5.0% | +6.7% | +1.7% |
| 30D | +8.6% | -32.0% | +40.7% | +8.6% |
| 3M | -0.5% | -32.4% | +31.9% | -0.5% |
| 6M | -4.2% | +6.7% | -10.9% | -4.4% |
| YTD | +3.4% | +41.0% | -37.6% | +3.1% |
| 1Y | +0.4% | +18.0% | -17.5% | +0.2% |
| 3Y | +38.2% | +560.6% | -522.4% | +35.4% |
| 5Y | +35.4% | -55.1% | +90.5% | +26.0% |
| All | +31.9% | -68.5% | +100.4% | +20.1% |
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