+149.6%
CRWV vs OUST
+285.9%
-136.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.9% | +8.8% | +10.8% |
| 7D | +22.0% | +12.7% | +9.2% | +17.5% |
| 30D | +10.1% | -13.6% | +23.7% | +15.3% |
| 3M | -2.5% | -8.3% | +5.8% | -2.9% |
| 6M | +36.8% | +85.0% | -48.2% | +6.2% |
| YTD | +39.4% | +73.2% | -33.8% | +9.1% |
| 1Y | +6.7% | +32.5% | -25.8% | -13.1% |
| All | +149.6% | +285.9% | -136.3% | +37.2% |
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