-64.1%
OUST vs CRL
+41.2%
-105.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +7.8% | +6.2% | +9.5% |
| 7D | +17.0% | -6.1% | +23.1% | +20.8% |
| 30D | -16.5% | +12.4% | -28.9% | -22.3% |
| 3M | -23.7% | +27.1% | -50.8% | -34.1% |
| 6M | +18.4% | +85.7% | -67.4% | -20.6% |
| YTD | +60.8% | +69.2% | -8.4% | +13.4% |
| 1Y | +44.2% | +97.5% | -53.3% | -7.8% |
| 3Y | +668.1% | +86.1% | +582.0% | +386.4% |
| 5Y | -48.8% | -10.0% | -38.8% | -56.3% |
| All | -64.1% | +41.2% | -105.4% | -76.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling