-45.4%
CAG vs OUST
-61.4%
+15.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.4% |
| 7D | -5.3% | +12.7% | -18.0% | -5.0% |
| 30D | +1.0% | -13.6% | +14.6% | +0.7% |
| 3M | +17.4% | -8.3% | +25.7% | +17.6% |
| 6M | -16.8% | +85.0% | -101.8% | -15.5% |
| YTD | -6.8% | +73.2% | -80.0% | -5.3% |
| 1Y | -15.4% | +32.5% | -47.9% | -14.1% |
| 3Y | -37.1% | +643.8% | -680.9% | -35.2% |
| 5Y | -41.3% | -52.1% | +10.9% | -40.6% |
| All | -45.4% | -61.4% | +15.9% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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