-3.5%
CRM vs OUST
-52.5%
+49.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.9% | -6.8% | -4.1% |
| 7D | -3.5% | +12.7% | -16.2% | -4.4% |
| 30D | +29.3% | -13.6% | +42.9% | +30.4% |
| 3M | +36.8% | -8.3% | +45.1% | +34.7% |
| 6M | +23.9% | +85.0% | -61.1% | +12.2% |
| YTD | -5.5% | +73.2% | -78.7% | -14.3% |
| 1Y | -0.4% | +32.5% | -32.9% | -8.6% |
| 3Y | +12.8% | +643.8% | -631.1% | -23.6% |
| 5Y | -3.5% | -52.1% | +48.6% | -2.0% |
| All | -3.5% | -52.5% | +49.0% | -2.0% |
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