-44.7%
CAG vs OUST
-60.2%
+15.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | +0.6% |
| 7D | +4.6% | +36.7% | -32.1% | +5.4% |
| 30D | +14.7% | -3.3% | +18.0% | +14.8% |
| 3M | +2.4% | -11.1% | +13.5% | +2.4% |
| 6M | +10.7% | +53.1% | -42.3% | +12.3% |
| YTD | -5.5% | +78.2% | -83.8% | -3.7% |
| 1Y | -4.6% | +50.0% | -54.6% | -2.9% |
| 3Y | -34.4% | +836.2% | -870.6% | -32.1% |
| 5Y | -39.2% | -50.0% | +10.8% | -38.3% |
| All | -44.7% | -60.2% | +15.6% | -45.5% |
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