+75.4%
CVS vs OUST
-60.2%
+135.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.2% | +1.6% |
| 7D | -3.7% | +36.7% | -40.4% | -3.8% |
| 30D | -0.3% | -3.3% | +3.0% | -0.3% |
| 3M | -10.3% | -11.1% | +0.8% | -10.2% |
| 6M | -4.6% | +53.1% | -57.6% | -5.1% |
| YTD | +10.7% | +78.2% | -67.5% | +9.8% |
| 1Y | +11.2% | +50.0% | -38.8% | +10.4% |
| 3Y | +43.0% | +836.2% | -793.1% | +37.6% |
| 5Y | +8.6% | -50.0% | +58.6% | +1.5% |
| All | +75.4% | -60.2% | +135.7% | +60.8% |
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