-44.9%
CAG vs OUST
-64.1%
+19.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -1.4% |
| 7D | +5.8% | +17.0% | -11.2% | +6.3% |
| 30D | +16.4% | -16.5% | +32.9% | +16.1% |
| 3M | +3.8% | -23.7% | +27.5% | +3.5% |
| 6M | +10.8% | +18.4% | -7.5% | +11.9% |
| YTD | -5.8% | +60.8% | -66.6% | -4.3% |
| 1Y | -2.4% | +44.2% | -46.6% | -0.9% |
| 3Y | -33.4% | +668.1% | -701.5% | -31.3% |
| 5Y | -39.4% | -48.8% | +9.4% | -38.7% |
| All | -44.9% | -64.1% | +19.3% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling