+48.8%
OUST vs CRL
+99.6%
-50.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | -0.8% | -7.7% | -8.2% |
| 7D | -3.8% | +0.1% | -3.9% | -3.7% |
| 30D | +5.1% | +11.9% | -6.9% | +0.3% |
| 3M | -25.8% | +20.2% | -46.0% | -31.2% |
| 6M | -2.0% | +107.5% | -109.6% | -27.6% |
| YTD | +54.7% | +69.4% | -14.7% | +27.7% |
| 1Y | +48.8% | +99.7% | -50.9% | +3.8% |
| All | +48.8% | +99.6% | -50.8% | +3.8% |
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