-60.6%
OUST vs CPB
-41.7%
-18.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.5% |
| 7D | +14.0% | -4.1% | +18.0% | +12.1% |
| 30D | +2.5% | +16.9% | -14.4% | +10.6% |
| 3M | -15.3% | -0.6% | -14.8% | -14.0% |
| 6M | +42.6% | +11.4% | +31.2% | +53.7% |
| YTD | +76.6% | -14.8% | +91.4% | +75.5% |
| 1Y | +54.1% | -24.8% | +78.8% | +47.2% |
| 3Y | +675.3% | -36.6% | +711.9% | +623.8% |
| 5Y | -45.1% | -33.3% | -11.7% | -49.0% |
| All | -60.6% | -41.7% | -18.9% | -63.3% |
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