-53.8%
OUST vs CRL
-35.5%
-18.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.6% |
| 7D | +5.2% | -1.0% | +6.3% | +5.9% |
| 30D | -19.3% | +10.7% | -29.9% | -24.1% |
| 3M | -22.6% | +55.3% | -77.9% | -41.4% |
| 6M | +62.8% | +60.7% | +2.1% | +17.8% |
| YTD | +68.3% | +44.6% | +23.7% | +30.1% |
| 1Y | +28.5% | +77.7% | -49.2% | -13.3% |
| 3Y | +554.0% | +37.6% | +516.4% | +398.0% |
| All | -53.8% | -35.5% | -18.3% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling