-6.6%
CRM vs OUST
-62.6%
+56.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -1.7% |
| 7D | -5.0% | +4.0% | -9.0% | -5.3% |
| 30D | +23.6% | -14.0% | +37.6% | +24.7% |
| 3M | +39.6% | -5.9% | +45.5% | +37.2% |
| 6M | +23.4% | +76.4% | -52.9% | +12.8% |
| YTD | -7.4% | +67.5% | -74.8% | -15.3% |
| 1Y | -2.3% | +27.1% | -29.4% | -9.6% |
| 3Y | +10.5% | +619.0% | -608.5% | -22.2% |
| 5Y | -4.7% | -54.9% | +50.2% | -16.2% |
| All | -6.6% | -62.6% | +56.0% | -17.2% |
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