+815.9%
CRS vs OUST
-53.0%
+868.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -8.5% | +5.9% | -1.6% |
| 7D | +4.8% | -3.8% | +8.5% | +5.3% |
| 30D | -23.2% | +5.1% | -28.2% | -23.9% |
| 3M | -45.5% | -25.8% | -19.7% | -43.9% |
| 6M | -33.1% | -2.0% | -31.1% | -35.1% |
| YTD | -7.2% | +54.7% | -61.9% | -16.3% |
| 1Y | -10.0% | +48.8% | -58.8% | -18.7% |
| 3Y | +332.3% | +607.8% | -275.5% | +196.2% |
| All | +815.9% | -53.0% | +868.9% | +606.3% |
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