-68.5%
OUST vs CPB
-39.6%
-29.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | +0.7% | -9.7% | -8.7% |
| 7D | -5.0% | +11.6% | -16.6% | -0.5% |
| 30D | -32.0% | +23.3% | -55.4% | -25.1% |
| 3M | -32.4% | +1.6% | -34.0% | -30.7% |
| 6M | +6.7% | +13.9% | -7.2% | +16.3% |
| YTD | +41.0% | -11.7% | +52.7% | +42.2% |
| 1Y | +18.0% | -18.2% | +36.2% | +16.1% |
| 3Y | +560.6% | -35.2% | +595.8% | +522.5% |
| 5Y | -55.1% | -30.5% | -24.6% | -57.6% |
| All | -68.5% | -39.6% | -29.0% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling