-65.5%
OUST vs CPB
-40.5%
-25.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +3.2% | -11.7% | -7.1% |
| 7D | -3.8% | -1.6% | -2.2% | -4.3% |
| 30D | +5.1% | +19.2% | -14.2% | +14.4% |
| 3M | -25.8% | -0.9% | -24.9% | -24.7% |
| 6M | -2.0% | +15.2% | -17.3% | +7.2% |
| YTD | +54.7% | -13.1% | +67.8% | +55.3% |
| 1Y | +48.8% | -22.4% | +71.2% | +44.1% |
| 3Y | +607.8% | -35.3% | +643.1% | +567.6% |
| 5Y | -52.7% | -33.0% | -19.7% | -55.7% |
| All | -65.5% | -40.5% | -25.0% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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