-46.7%
CAG vs OUST
-65.5%
+18.8%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.8% | +1.0% |
| 7D | -3.3% | -3.8% | +0.4% | -3.4% |
| 30D | +7.7% | +5.1% | +2.6% | +8.0% |
| 3M | -3.2% | -25.8% | +22.6% | -3.5% |
| 6M | +7.0% | -2.0% | +9.0% | +7.6% |
| YTD | -9.0% | +54.7% | -63.7% | -7.5% |
| 1Y | -9.6% | +48.8% | -58.4% | -8.2% |
| 3Y | -36.0% | +607.8% | -643.8% | -34.1% |
| 5Y | -40.9% | -52.7% | +11.9% | -40.2% |
| All | -46.7% | -65.5% | +18.8% | -47.7% |
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