+72.5%
CVS vs OUST
-64.1%
+136.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -10.9% | +3.1% |
| 7D | -7.1% | +17.0% | -24.1% | -7.1% |
| 30D | -4.0% | -16.5% | +12.5% | -3.8% |
| 3M | -12.2% | -23.7% | +11.4% | -12.1% |
| 6M | -2.2% | +18.4% | -20.5% | -2.6% |
| YTD | +8.9% | +60.8% | -51.9% | +8.0% |
| 1Y | +9.9% | +44.2% | -34.3% | +9.0% |
| 3Y | +32.1% | +668.1% | -636.0% | +27.2% |
| 5Y | +5.7% | -48.8% | +54.5% | -0.9% |
| All | +72.5% | -64.1% | +136.7% | +58.2% |
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 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