+504.3%
CRWD vs OUST
-64.1%
+568.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.0% | -14.1% | -2.5% |
| 7D | -13.4% | +17.0% | -30.4% | -15.9% |
| 30D | -18.3% | -16.5% | -1.8% | -16.2% |
| 3M | +4.6% | -23.7% | +28.2% | +7.9% |
| 6M | +85.4% | +18.4% | +67.0% | +70.8% |
| YTD | +85.1% | +60.8% | +24.3% | +59.7% |
| 1Y | +62.9% | +44.2% | +18.7% | +42.5% |
| 3Y | +364.5% | +668.1% | -303.6% | +152.4% |
| 5Y | +217.3% | -48.8% | +266.1% | +166.1% |
| All | +504.3% | -64.1% | +568.4% | +427.9% |
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