+74.9%
CRH vs OUST
+645.3%
-570.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -4.1% |
| 7D | -0.6% | +12.7% | -13.4% | -1.5% |
| 30D | -9.5% | -13.6% | +4.2% | -8.7% |
| 3M | -10.4% | -8.3% | -2.1% | -11.4% |
| 6M | -14.2% | +85.0% | -99.1% | -21.0% |
| YTD | -26.6% | +73.2% | -99.8% | -32.3% |
| 1Y | -18.2% | +32.5% | -50.7% | -23.8% |
| 3Y | +74.9% | +643.8% | -568.9% | +38.9% |
| All | +74.9% | +645.3% | -570.4% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling