+6.1%
CRBG vs OUST
+33.5%
-27.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -0.9% |
| 7D | +5.7% | +5.2% | +0.5% | +5.3% |
| 30D | +2.6% | -19.3% | +21.9% | +4.2% |
| 3M | +31.6% | -22.6% | +54.2% | +31.2% |
| 6M | +32.8% | +62.8% | -29.9% | +16.1% |
| YTD | +16.5% | +68.3% | -51.9% | +0.3% |
| 1Y | +6.1% | +28.5% | -22.5% | -6.6% |
| All | +6.1% | +33.5% | -27.4% | -6.6% |
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 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