+67.3%
CVS vs OUST
-68.5%
+135.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -9.0% | +10.7% | +1.7% |
| 7D | -10.0% | -5.0% | -4.9% | -9.9% |
| 30D | -5.2% | -32.0% | +26.8% | -5.0% |
| 3M | -17.4% | -32.4% | +15.0% | -17.2% |
| 6M | +2.1% | +6.7% | -4.6% | +1.7% |
| YTD | +5.6% | +41.0% | -35.4% | +4.8% |
| 1Y | +6.7% | +18.0% | -11.3% | +6.0% |
| 3Y | +29.6% | +560.6% | -531.0% | +24.9% |
| 5Y | +2.5% | -55.1% | +57.6% | -3.9% |
| All | +67.3% | -68.5% | +135.9% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling