+1,510.7%
CRS vs OUST
-68.5%
+1,579.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.0% | +4.5% | -3.4% |
| 7D | -6.6% | -5.0% | -1.6% | -6.2% |
| 30D | -29.5% | -32.0% | +2.6% | -26.3% |
| 3M | -51.1% | -32.4% | -18.7% | -49.0% |
| 6M | -37.3% | +6.7% | -44.0% | -40.0% |
| YTD | -11.2% | +41.0% | -52.3% | -18.9% |
| 1Y | -11.5% | +18.0% | -29.4% | -17.6% |
| 3Y | +324.4% | +560.6% | -236.2% | +192.4% |
| 5Y | +796.6% | -55.1% | +851.7% | +672.1% |
| All | +1,510.7% | -68.5% | +1,579.2% | +1,281.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling