+794.9%
CVE vs OUST
-62.4%
+857.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +2.5% | +5.2% | -2.7% | +2.2% |
| 30D | +16.7% | -19.3% | +36.0% | +18.0% |
| 3M | +9.3% | -22.6% | +31.9% | +9.4% |
| 6M | +43.6% | +62.8% | -19.2% | +35.6% |
| YTD | +93.6% | +68.3% | +25.2% | +81.7% |
| 1Y | +98.8% | +28.5% | +70.2% | +88.3% |
| 3Y | +73.6% | +554.0% | -480.4% | +39.1% |
| 5Y | +312.5% | -56.2% | +368.7% | +284.1% |
| All | +794.9% | -62.4% | +857.3% | +751.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling