-47.4%
CAG vs OUST
-62.3%
+14.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.4% | -2.0% |
| 7D | -6.2% | +19.9% | -26.1% | -5.7% |
| 30D | +7.4% | +3.6% | +3.8% | +7.7% |
| 3M | -1.6% | -20.6% | +19.0% | -1.8% |
| 6M | +6.3% | +35.1% | -28.7% | +7.6% |
| YTD | -10.1% | +69.1% | -79.2% | -8.5% |
| 1Y | -10.2% | +49.9% | -60.2% | -8.7% |
| 3Y | -37.3% | +642.4% | -679.7% | -35.3% |
| 5Y | -41.6% | -48.3% | +6.7% | -40.8% |
| All | -47.4% | -62.3% | +14.9% | -48.2% |
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