-53.8%
OUST vs CPB
-39.5%
-14.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +0.2% |
| 7D | +5.2% | -8.6% | +13.8% | +1.3% |
| 30D | -19.3% | -7.2% | -12.0% | -21.5% |
| 3M | -22.6% | +0.9% | -23.5% | -20.9% |
| 6M | +62.8% | -11.8% | +74.6% | +59.5% |
| YTD | +68.3% | -19.4% | +87.8% | +60.9% |
| 1Y | +28.5% | -30.4% | +58.9% | +17.4% |
| 3Y | +554.0% | -40.2% | +594.2% | +488.3% |
| All | -53.8% | -39.5% | -14.3% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling