+84.2%
CVS vs OUST
-60.6%
+144.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +12.0% | +14.0% | -2.0% | +11.9% |
| 30D | +2.8% | +2.5% | +0.2% | +2.8% |
| 3M | -3.6% | -15.3% | +11.7% | -3.4% |
| 6M | -1.6% | +42.6% | -44.2% | -2.2% |
| YTD | +16.3% | +76.6% | -60.4% | +15.3% |
| 1Y | +15.5% | +54.1% | -38.5% | +14.6% |
| 3Y | +48.1% | +675.3% | -627.1% | +42.8% |
| 5Y | +12.3% | -45.1% | +57.4% | +5.2% |
| All | +84.2% | -60.6% | +144.8% | +68.9% |
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