+5.7%
CVS vs OUST
-49.1%
+54.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -10.9% | +3.0% |
| 7D | -7.1% | +17.0% | -24.1% | -7.2% |
| 30D | -4.0% | -16.5% | +12.5% | -3.8% |
| 3M | -12.2% | -23.7% | +11.4% | -12.0% |
| 6M | -2.2% | +18.4% | -20.5% | -2.9% |
| YTD | +8.9% | +60.8% | -51.9% | +7.5% |
| 1Y | +9.9% | +44.2% | -34.3% | +8.6% |
| 3Y | +32.1% | +668.1% | -636.0% | +24.0% |
| All | +5.7% | -49.1% | +54.8% | -5.3% |
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