+1,617.4%
CRS vs OUST
-60.6%
+1,678.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.5% |
| 7D | +0.2% | +31.9% | -31.7% | -3.5% |
| 30D | -22.9% | -4.2% | -18.7% | -22.8% |
| 3M | -46.8% | -9.3% | -37.6% | -46.7% |
| 6M | -30.4% | +51.7% | -82.1% | -36.3% |
| YTD | -5.4% | +76.6% | -82.0% | -16.0% |
| 1Y | -9.0% | +48.9% | -57.9% | -17.8% |
| 3Y | +352.2% | +675.3% | -323.1% | +205.4% |
| 5Y | +852.2% | -44.0% | +896.3% | +697.4% |
| All | +1,617.4% | -60.6% | +1,678.0% | +1,330.9% |
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 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