+1.8%
CRM vs OUST
+729.1%
-727.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.6% |
| 7D | -3.9% | +31.9% | -35.8% | -4.9% |
| 30D | -6.8% | -4.2% | -2.6% | -6.9% |
| 3M | +8.3% | -9.3% | +17.6% | +8.2% |
| 6M | +17.9% | +51.7% | -33.7% | +12.5% |
| YTD | -18.9% | +76.6% | -95.5% | -24.0% |
| 1Y | -10.9% | +48.9% | -59.8% | -15.9% |
| 3Y | +1.8% | +675.3% | -673.4% | -16.9% |
| All | +1.8% | +729.1% | -727.2% | -16.9% |
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