+667.0%
CVE vs OUST
-68.5%
+735.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.0% | +6.3% | -2.3% |
| 7D | -14.1% | -5.0% | -9.0% | -13.9% |
| 30D | -11.6% | -32.0% | +20.4% | -10.0% |
| 3M | 0.0% | -32.4% | +32.4% | +1.7% |
| 6M | -8.4% | +6.7% | -15.1% | -11.3% |
| YTD | +65.9% | +41.0% | +24.9% | +56.5% |
| 1Y | +69.4% | +18.0% | +51.4% | +61.4% |
| 3Y | +55.9% | +560.6% | -504.7% | +24.3% |
| 5Y | +146.2% | -55.1% | +201.3% | +126.9% |
| All | +667.0% | -68.5% | +735.5% | +633.5% |
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 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