+99.7%
CCL vs OUST
-60.6%
+160.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.5% | +14.0% | -15.5% | -3.9% |
| 30D | +16.5% | +2.5% | +13.9% | +15.1% |
| 3M | +11.2% | -15.3% | +26.5% | +12.8% |
| 6M | +22.6% | +42.6% | -20.0% | +8.2% |
| YTD | +2.6% | +76.6% | -74.0% | -14.6% |
| 1Y | +17.0% | +54.1% | -37.1% | -0.8% |
| 3Y | +145.5% | +675.3% | -529.7% | +26.3% |
| 5Y | +36.1% | -45.1% | +81.2% | -1.8% |
| All | +99.7% | -60.6% | +160.3% | +54.9% |
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