+493.7%
CRWD vs OUST
-62.4%
+556.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.5% | -1.1% |
| 7D | -2.4% | +5.2% | -7.7% | -3.3% |
| 30D | +1.5% | -19.3% | +20.8% | +4.8% |
| 3M | +18.5% | -22.6% | +41.2% | +20.2% |
| 6M | +109.1% | +62.8% | +46.3% | +82.9% |
| YTD | +81.8% | +68.3% | +13.5% | +57.1% |
| 1Y | +106.7% | +28.5% | +78.1% | +82.8% |
| 3Y | +428.7% | +554.0% | -125.4% | +198.4% |
| 5Y | +206.4% | -56.2% | +262.6% | +165.3% |
| All | +493.7% | -62.4% | +556.2% | +419.5% |
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