-28.3%
CCI vs OUST
-65.5%
+37.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.8% | +1.5% |
| 7D | +2.5% | -3.8% | +6.3% | +2.6% |
| 30D | +14.4% | +5.1% | +9.4% | +14.1% |
| 3M | +21.7% | -25.8% | +47.5% | +22.2% |
| 6M | +4.0% | -2.0% | +6.0% | +2.7% |
| YTD | +6.2% | +54.7% | -48.5% | +2.3% |
| 1Y | +5.4% | +48.8% | -43.4% | +1.6% |
| 3Y | +11.7% | +607.8% | -596.1% | -5.2% |
| 5Y | -35.6% | -52.7% | +17.1% | -42.1% |
| All | -28.3% | -65.5% | +37.2% | -33.9% |
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 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