-41.0%
CCI vs OUST
-62.4%
+21.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -17.6% |
| YTD | -12.6% | +68.3% | -80.9% | -15.8% |
| 1Y | -16.7% | +28.5% | -45.3% | -19.4% |
| 3Y | -10.5% | +554.0% | -564.6% | -23.7% |
| 5Y | -51.4% | -56.2% | +4.8% | -56.2% |
| All | -41.0% | -62.4% | +21.4% | -45.6% |
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