+91.6%
CCL vs OUST
-64.1%
+155.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -2.4% |
| 7D | +2.6% | +17.0% | -14.4% | -0.4% |
| 30D | +13.1% | -16.5% | +29.6% | +15.7% |
| 3M | +3.3% | -23.7% | +26.9% | +6.6% |
| 6M | +8.7% | +18.4% | -9.7% | -1.2% |
| YTD | -1.6% | +60.8% | -62.4% | -16.7% |
| 1Y | +14.0% | +44.2% | -30.2% | -2.3% |
| 3Y | +145.1% | +668.1% | -523.0% | +25.4% |
| 5Y | +21.2% | -48.8% | +70.1% | -11.3% |
| All | +91.6% | -64.1% | +155.7% | +51.0% |
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