+651.4%
CCJ vs OUST
-62.3%
+713.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.2% | +0.8% | -2.9% |
| 7D | +5.0% | +19.9% | -14.9% | +2.5% |
| 30D | -16.7% | +3.6% | -20.3% | -17.4% |
| 3M | -27.5% | -20.6% | -6.9% | -25.9% |
| 6M | -38.6% | +35.1% | -73.7% | -42.9% |
| YTD | -21.5% | +69.1% | -90.7% | -29.7% |
| 1Y | -22.3% | +49.9% | -72.2% | -29.5% |
| 3Y | +69.9% | +642.4% | -572.5% | +17.2% |
| 5Y | +163.6% | -48.3% | +211.9% | +132.5% |
| All | +651.4% | -62.3% | +713.7% | +615.6% |
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 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