-16.5%
CRM vs OUST
-60.6%
+44.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -4.0% | +14.0% | -18.0% | -5.0% |
| 30D | -6.8% | +2.5% | -9.4% | -7.4% |
| 3M | +10.6% | -15.3% | +25.9% | +11.0% |
| 6M | +23.4% | +42.6% | -19.2% | +15.2% |
| YTD | -17.1% | +76.6% | -93.8% | -25.0% |
| 1Y | -10.1% | +54.1% | -64.1% | -17.8% |
| 3Y | +4.0% | +675.3% | -671.3% | -27.3% |
| 5Y | -26.7% | -45.1% | +18.4% | -36.6% |
| All | -16.5% | -60.6% | +44.1% | -26.7% |
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