+75.7%
CCJ vs OUST
+626.4%
-550.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.0% | -9.7% | +2.3% |
| 7D | -7.3% | +17.0% | -24.3% | -9.6% |
| 30D | -20.0% | -16.5% | -3.5% | -18.3% |
| 3M | -23.8% | -23.7% | -0.2% | -21.7% |
| 6M | -42.4% | +18.4% | -60.8% | -45.8% |
| YTD | -22.1% | +60.8% | -82.9% | -30.2% |
| 1Y | -20.8% | +44.2% | -65.0% | -28.3% |
| 3Y | +75.7% | +668.1% | -592.4% | +36.7% |
| All | +75.7% | +626.4% | -550.7% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling