+1,663.5%
CRS vs OUST
-60.2%
+1,723.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +10.8% | -1.1% | +8.3% |
| 7D | +4.9% | +36.7% | -31.7% | +0.6% |
| 30D | -20.8% | -3.3% | -17.5% | -20.9% |
| 3M | -46.4% | -11.1% | -35.3% | -46.2% |
| 6M | -28.6% | +53.1% | -81.6% | -34.6% |
| YTD | -2.8% | +78.2% | -81.1% | -13.8% |
| 1Y | -6.7% | +50.0% | -56.7% | -15.8% |
| 3Y | +368.0% | +836.2% | -468.2% | +208.9% |
| 5Y | +852.9% | -50.0% | +902.9% | +708.4% |
| All | +1,663.5% | -60.2% | +1,723.8% | +1,367.5% |
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