-15.4%
CAG vs OUST
+34.0%
-49.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -1.2% |
| 7D | -5.3% | +12.7% | -18.0% | -4.4% |
| 30D | +1.0% | -13.6% | +14.6% | +0.2% |
| 3M | +17.4% | -8.3% | +25.7% | +18.0% |
| 6M | -16.8% | +85.0% | -101.8% | -12.2% |
| YTD | -6.8% | +73.2% | -80.0% | -1.4% |
| 1Y | -15.4% | +32.5% | -47.9% | -10.2% |
| All | -15.4% | +34.0% | -49.4% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling