-21.8%
CRH vs OUST
+24.9%
-46.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -6.1% | -3.0% | -3.0% | -5.9% |
| 30D | -9.3% | -23.4% | +14.1% | -8.0% |
| 3M | -15.2% | -10.8% | -4.4% | -16.2% |
| 6M | -14.2% | +42.7% | -57.0% | -20.5% |
| YTD | -28.3% | +63.3% | -91.5% | -34.8% |
| 1Y | -21.8% | +15.0% | -36.7% | -27.4% |
| All | -21.8% | +24.9% | -46.7% | -27.4% |
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 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