+357.5%
CRWD vs OUST
+659.3%
-301.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.6% | +0.9% |
| 7D | +5.8% | +19.9% | -14.1% | +3.2% |
| 30D | -12.0% | +3.6% | -15.6% | -12.7% |
| 3M | +3.6% | -20.6% | +24.3% | +5.7% |
| 6M | +68.3% | +35.1% | +33.3% | +57.2% |
| YTD | +96.2% | +69.1% | +27.0% | +75.6% |
| 1Y | +68.4% | +49.9% | +18.5% | +52.4% |
| All | +357.5% | +659.3% | -301.8% | +253.7% |
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