+689.0%
CCJ vs OUST
-60.2%
+749.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.8% | -5.1% | +4.3% |
| 7D | +2.7% | +36.7% | -34.0% | -1.7% |
| 30D | -14.4% | -3.3% | -11.1% | -14.4% |
| 3M | -22.6% | -11.1% | -11.5% | -22.1% |
| 6M | -35.4% | +53.1% | -88.5% | -40.9% |
| YTD | -17.6% | +78.2% | -95.9% | -26.7% |
| 1Y | -18.1% | +50.0% | -68.2% | -25.8% |
| 3Y | +79.6% | +836.2% | -756.6% | +20.2% |
| 5Y | +175.3% | -50.0% | +225.2% | +143.3% |
| All | +689.0% | -60.2% | +749.2% | +646.1% |
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