-28.2%
CCI vs OUST
-68.5%
+40.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.0% | +7.7% | -1.1% |
| 7D | +2.4% | -5.0% | +7.4% | +2.5% |
| 30D | +33.2% | -32.0% | +65.2% | +34.3% |
| 3M | +25.0% | -32.4% | +57.3% | +25.9% |
| 6M | +4.8% | +6.7% | -1.9% | +2.8% |
| YTD | +6.4% | +41.0% | -34.7% | +2.8% |
| 1Y | +6.5% | +18.0% | -11.5% | +3.5% |
| 3Y | +8.6% | +560.6% | -552.0% | -7.8% |
| 5Y | -35.3% | -55.1% | +19.8% | -41.6% |
| All | -28.2% | -68.5% | +40.3% | -33.6% |
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 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