-10.0%
CRS vs OUST
+40.1%
-50.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.5% | +5.9% | -1.3% |
| 7D | +4.8% | -3.8% | +8.5% | +5.5% |
| 30D | -23.2% | +5.1% | -28.2% | -24.1% |
| 3M | -45.5% | -25.8% | -19.7% | -43.5% |
| 6M | -33.1% | -2.0% | -31.1% | -35.8% |
| YTD | -7.2% | +54.7% | -61.9% | -21.7% |
| 1Y | -10.0% | +48.8% | -58.8% | -24.2% |
| All | -10.0% | +40.1% | -50.2% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling