+1,444.5%
CRS vs OUST
-56.2%
+1,500.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.5% |
| 7D | -0.2% | +5.2% | -5.5% | -0.9% |
| 30D | -16.6% | -19.3% | +2.6% | -14.5% |
| 3M | -3.5% | -22.6% | +19.2% | -2.4% |
| 6M | +15.4% | +62.8% | -47.3% | +5.0% |
| YTD | +51.2% | +68.3% | -17.1% | +35.9% |
| 1Y | +98.3% | +28.5% | +69.7% | +82.1% |
| 3Y | +651.5% | +554.0% | +97.5% | +417.6% |
| All | +1,444.5% | -56.2% | +1,500.7% | +1,298.2% |
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 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