-62.3%
OUST vs CRL
+42.6%
-104.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.9% |
| 7D | +19.9% | +8.9% | +11.0% | +14.8% |
| 30D | +3.6% | +14.0% | -10.4% | -4.2% |
| 3M | -20.6% | +19.8% | -40.5% | -28.9% |
| 6M | +35.1% | +102.0% | -67.0% | -13.5% |
| YTD | +69.1% | +70.8% | -1.7% | +18.8% |
| 1Y | +49.9% | +98.7% | -48.8% | -4.1% |
| 3Y | +642.4% | +98.2% | +544.2% | +351.3% |
| 5Y | -48.3% | -11.7% | -36.6% | -55.8% |
| All | -62.3% | +42.6% | -104.9% | -75.2% |
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