+158.9%
CRH vs OUST
-63.7%
+222.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -13.1% | -21.9% | +8.8% | -11.6% |
| 3M | -12.0% | -8.2% | -3.7% | -13.0% |
| 6M | -16.9% | +57.5% | -74.4% | -22.4% |
| YTD | -29.0% | +62.8% | -91.8% | -34.1% |
| 1Y | -20.3% | +24.5% | -44.9% | -25.3% |
| 3Y | +69.2% | +599.0% | -529.8% | +28.9% |
| 5Y | +94.6% | -54.9% | +149.5% | +73.0% |
| All | +158.9% | -63.7% | +222.6% | +131.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling