-18.8%
CRCL vs OUST
+175.5%
-194.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.8% | -11.3% | -4.0% |
| 7D | -6.3% | +36.7% | -42.9% | -16.3% |
| 30D | -20.1% | -3.3% | -16.7% | -20.3% |
| 3M | +1.3% | -11.1% | +12.5% | +2.1% |
| 6M | -40.6% | +53.1% | -93.6% | -59.4% |
| YTD | -14.8% | +78.2% | -93.0% | -48.1% |
| 1Y | -34.5% | +50.0% | -84.5% | -57.0% |
| All | -18.8% | +175.5% | -194.3% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling