+16.9%
CRBG vs OUST
-1.5%
+18.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.0% | +3.5% | -4.9% |
| 7D | -3.0% | -5.0% | +2.1% | -2.7% |
| 30D | -2.6% | -32.0% | +29.4% | -0.3% |
| 3M | +2.7% | -32.4% | +35.0% | +4.9% |
| 6M | +22.2% | +6.7% | +15.5% | +13.7% |
| YTD | +16.5% | +41.0% | -24.5% | +0.6% |
| 1Y | +16.9% | +18.0% | -1.0% | +3.7% |
| All | +16.9% | -1.5% | +18.5% | +3.7% |
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 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