+319.6%
CRS vs OUST
+626.4%
-306.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -2.1% |
| 7D | -1.7% | +17.0% | -18.7% | -4.2% |
| 30D | -28.8% | -16.5% | -12.3% | -27.5% |
| 3M | -50.0% | -23.7% | -26.3% | -48.7% |
| 6M | -39.2% | +18.4% | -57.6% | -43.0% |
| YTD | -11.4% | +60.8% | -72.2% | -21.3% |
| 1Y | -11.7% | +44.2% | -55.9% | -20.7% |
| 3Y | +319.6% | +668.1% | -348.5% | +171.2% |
| All | +319.6% | +626.4% | -306.8% | +171.2% |
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 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