+100.1%
CCL vs OUST
-60.6%
+160.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +5.8% | +31.9% | -26.1% | +0.7% |
| 30D | +17.3% | -4.2% | +21.5% | +17.2% |
| 3M | +11.3% | -9.3% | +20.6% | +11.6% |
| 6M | +18.5% | +51.7% | -33.2% | +3.3% |
| YTD | +2.8% | +76.6% | -73.8% | -14.4% |
| 1Y | +16.7% | +48.9% | -32.1% | -0.4% |
| 3Y | +146.0% | +675.3% | -529.2% | +26.6% |
| 5Y | +33.6% | -44.0% | +77.7% | -3.7% |
| All | +100.1% | -60.6% | +160.7% | +55.2% |
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