-39.2%
CRS vs OUST
+31.3%
-70.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +14.0% | -14.2% | -2.2% |
| 7D | -1.7% | +17.0% | -18.7% | -4.3% |
| 30D | -28.8% | -16.5% | -12.3% | -27.4% |
| 3M | -50.0% | -23.7% | -26.3% | -48.7% |
| 6M | -39.2% | +18.4% | -57.6% | -42.8% |
| All | -39.2% | +31.3% | -70.5% | -42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling