-30.1%
CCI vs OUST
-64.1%
+34.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +14.0% | -16.6% | -3.0% |
| 7D | -0.1% | +17.0% | -17.1% | -0.6% |
| 30D | +28.4% | -16.5% | +44.9% | +28.8% |
| 3M | +20.0% | -23.7% | +43.6% | +20.5% |
| 6M | +0.8% | +18.4% | -17.6% | -1.4% |
| YTD | +3.6% | +60.8% | -57.2% | -0.3% |
| 1Y | +6.1% | +44.2% | -38.1% | +2.5% |
| 3Y | +7.2% | +668.1% | -660.9% | -9.4% |
| 5Y | -37.0% | -48.8% | +11.8% | -43.4% |
| All | -30.1% | -64.1% | +34.1% | -35.6% |
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