+115.6%
CRBG vs OUST
+187.2%
-71.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.4% |
| 7D | +0.6% | -3.0% | +3.6% | +0.8% |
| 30D | +2.6% | -23.4% | +26.0% | +4.5% |
| 3M | +24.0% | -10.8% | +34.8% | +22.8% |
| 6M | +50.5% | +42.7% | +7.8% | +41.7% |
| YTD | +17.1% | +63.3% | -46.1% | +8.6% |
| 1Y | +5.9% | +15.0% | -9.1% | 0.0% |
| 3Y | +122.7% | +610.9% | -488.1% | +73.8% |
| All | +115.6% | +187.2% | -71.6% | +69.7% |
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 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