+646.4%
CCJ vs OUST
-64.1%
+710.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.0% | -9.7% | +2.5% |
| 7D | -7.3% | +17.0% | -24.3% | -9.4% |
| 30D | -20.0% | -16.5% | -3.5% | -18.4% |
| 3M | -23.8% | -23.7% | -0.2% | -21.8% |
| 6M | -42.4% | +18.4% | -60.8% | -45.6% |
| YTD | -22.1% | +60.8% | -82.9% | -29.7% |
| 1Y | -20.8% | +44.2% | -65.0% | -27.8% |
| 3Y | +75.7% | +668.1% | -592.4% | +20.6% |
| 5Y | +167.4% | -48.8% | +216.3% | +136.5% |
| All | +646.4% | -64.1% | +710.5% | +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