-30.7%
CCI vs OUST
-60.2%
+29.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -1.2% |
| 7D | +0.9% | +36.7% | -35.8% | 0.0% |
| 30D | +10.3% | -3.3% | +13.6% | +10.2% |
| 3M | +17.9% | -11.1% | +29.0% | +17.9% |
| 6M | -0.5% | +53.1% | -53.5% | -3.4% |
| YTD | +2.7% | +78.2% | -75.5% | -1.4% |
| 1Y | +3.1% | +50.0% | -46.9% | -0.4% |
| 3Y | +8.0% | +836.2% | -828.2% | -9.6% |
| 5Y | -37.8% | -50.0% | +12.2% | -44.1% |
| All | -30.7% | -60.2% | +29.6% | -36.3% |
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