-64.1%
OUST vs CPB
-40.4%
-23.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.3% | +15.3% | +13.5% |
| 7D | +17.0% | +8.0% | +9.0% | +20.9% |
| 30D | -16.5% | +22.4% | -38.9% | -8.1% |
| 3M | -23.7% | +2.5% | -26.2% | -21.5% |
| 6M | +18.4% | +12.2% | +6.2% | +28.2% |
| YTD | +60.8% | -12.8% | +73.6% | +61.3% |
| 1Y | +44.2% | -19.2% | +63.4% | +41.3% |
| 3Y | +668.1% | -35.6% | +703.7% | +622.5% |
| 5Y | -48.8% | -31.4% | -17.4% | -51.9% |
| All | -64.1% | -40.4% | -23.8% | -66.3% |
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