+21.2%
OUST vs CRL
+85.3%
-64.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | -7.3% | +23.0% | +18.3% |
| 7D | -0.2% | -12.8% | +12.5% | +4.7% |
| 30D | -24.0% | +5.0% | -29.0% | -25.9% |
| 3M | -29.9% | +39.4% | -69.3% | -39.0% |
| 6M | +19.1% | +89.4% | -70.2% | -9.6% |
| YTD | +55.0% | +63.6% | -8.6% | +28.5% |
| 1Y | +21.2% | +83.5% | -62.3% | -8.8% |
| All | +21.2% | +85.3% | -64.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling