+83.2%
CVS vs OUST
-60.6%
+143.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.4% |
| 7D | -2.6% | +31.9% | -34.5% | -2.7% |
| 30D | +4.0% | -4.2% | +8.3% | +4.1% |
| 3M | -6.3% | -9.3% | +3.0% | -6.2% |
| 6M | -0.4% | +51.7% | -52.0% | -1.0% |
| YTD | +15.6% | +76.6% | -61.0% | +14.6% |
| 1Y | +18.3% | +48.9% | -30.6% | +17.5% |
| 3Y | +47.3% | +675.3% | -628.0% | +42.0% |
| 5Y | +13.2% | -44.0% | +57.2% | +6.0% |
| All | +83.2% | -60.6% | +143.7% | +67.9% |
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