+99.2%
CRH vs OUST
-53.5%
+152.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.1% |
| 7D | -3.6% | +4.0% | -7.6% | -3.9% |
| 30D | -10.8% | -14.0% | +3.2% | -9.9% |
| 3M | -13.5% | -5.9% | -7.6% | -14.7% |
| 6M | -15.4% | +76.4% | -91.8% | -22.1% |
| YTD | -27.6% | +67.5% | -95.1% | -33.3% |
| 1Y | -18.4% | +27.1% | -45.5% | -23.8% |
| 3Y | +72.5% | +619.0% | -546.5% | +28.8% |
| 5Y | +99.2% | -54.9% | +154.1% | +85.0% |
| All | +99.2% | -53.5% | +152.7% | +85.0% |
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