+320.2%
CVE vs OUST
-56.2%
+376.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.9% |
| 3M | +9.3% | -22.6% | +31.9% | +9.4% |
| 6M | +43.6% | +62.8% | -19.2% | +35.9% |
| YTD | +93.6% | +68.3% | +25.2% | +82.1% |
| 1Y | +98.8% | +28.5% | +70.2% | +88.7% |
| 3Y | +73.6% | +554.0% | -480.4% | +40.6% |
| All | +320.2% | -56.2% | +376.3% | +327.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling