+346.1%
CCJ vs OUST
-56.2%
+402.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.1% |
| 7D | +0.7% | +5.2% | -4.5% | 0.0% |
| 30D | +6.9% | -19.3% | +26.1% | +9.7% |
| 3M | -11.6% | -22.6% | +11.0% | -10.7% |
| 6M | -16.2% | +62.8% | -79.0% | -24.3% |
| YTD | +10.1% | +68.3% | -58.2% | -1.3% |
| 1Y | +32.3% | +28.5% | +3.7% | +20.6% |
| 3Y | +171.3% | +554.0% | -382.7% | +86.0% |
| All | +346.1% | -56.2% | +402.3% | +404.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling