+68.4%
CCJ vs OUST
+537.2%
-468.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -9.0% | +4.3% | -3.4% |
| 7D | -18.2% | -5.0% | -13.1% | -17.7% |
| 30D | -26.5% | -32.0% | +5.5% | -22.8% |
| 3M | -27.5% | -32.4% | +4.8% | -24.1% |
| 6M | -40.3% | +6.7% | -47.0% | -42.9% |
| YTD | -25.3% | +41.0% | -66.3% | -31.8% |
| 1Y | -28.1% | +18.0% | -46.1% | -33.1% |
| All | +68.4% | +537.2% | -468.7% | +33.6% |
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 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