+63.1%
CVE vs OUST
+600.2%
-537.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +15.7% | -23.4% | -8.3% |
| 7D | -12.1% | -0.2% | -11.9% | -12.1% |
| 30D | -9.8% | -24.0% | +14.2% | -8.8% |
| 3M | -0.7% | -29.9% | +29.2% | +0.6% |
| 6M | -4.3% | +19.1% | -23.5% | -7.9% |
| YTD | +70.6% | +55.0% | +15.6% | +59.9% |
| 1Y | +73.2% | +21.2% | +52.0% | +64.7% |
| All | +63.1% | +600.2% | -537.2% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling