+256.7%
CRWD vs OUST
-53.0%
+309.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -8.5% | +7.1% | 0.0% |
| 7D | +4.5% | -3.8% | +8.3% | +5.1% |
| 30D | -9.1% | +5.1% | -14.1% | -10.3% |
| 3M | +0.5% | -25.8% | +26.3% | +4.3% |
| 6M | +61.1% | -2.0% | +63.1% | +54.4% |
| YTD | +93.4% | +54.7% | +38.7% | +67.3% |
| 1Y | +71.1% | +48.8% | +22.3% | +48.4% |
| 3Y | +351.1% | +607.8% | -256.8% | +143.2% |
| All | +256.7% | -53.0% | +309.7% | +292.3% |
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