-50.7%
CCI vs OUST
-56.2%
+5.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.5% | -1.9% |
| 7D | -0.4% | +5.2% | -5.6% | -0.5% |
| 30D | +2.7% | -19.3% | +22.0% | +3.2% |
| 3M | -18.2% | -22.6% | +4.4% | -18.2% |
| 6M | -14.8% | +62.8% | -77.6% | -17.8% |
| YTD | -12.6% | +68.3% | -80.9% | -16.1% |
| 1Y | -16.7% | +28.5% | -45.3% | -19.6% |
| 3Y | -10.5% | +554.0% | -564.6% | -25.5% |
| All | -50.7% | -56.2% | +5.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling