+22.6%
CRCL vs OUST
+160.2%
-137.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.7% |
| 7D | +17.1% | +5.2% | +11.9% | +15.2% |
| 30D | +61.3% | -19.3% | +80.5% | +71.5% |
| 3M | +12.7% | -22.6% | +35.4% | +11.4% |
| 6M | -3.1% | +62.8% | -65.8% | -36.7% |
| YTD | +28.7% | +68.3% | -39.7% | -18.2% |
| 1Y | -13.1% | +28.5% | -41.7% | -39.3% |
| All | +22.6% | +160.2% | -137.6% | -43.4% |
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