+92.5%
CCL vs OUST
-64.1%
+156.7%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +14.0% | -13.5% | -1.9% |
| 7D | +3.1% | +17.0% | -13.9% | +0.1% |
| 30D | +13.7% | -16.5% | +30.2% | +16.3% |
| 3M | +3.8% | -23.7% | +27.5% | +7.1% |
| 6M | +9.3% | +18.4% | -9.1% | -0.7% |
| YTD | -1.1% | +60.8% | -61.9% | -16.3% |
| 1Y | +14.6% | +44.2% | -29.6% | -1.8% |
| 3Y | +146.4% | +668.1% | -521.7% | +26.0% |
| 5Y | +21.9% | -48.8% | +70.7% | -10.9% |
| All | +92.5% | -64.1% | +156.7% | +51.8% |
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