+91.0%
CCL vs OUST
-62.3%
+153.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.1% | -3.6% |
| 7D | -0.3% | +19.9% | -20.3% | -3.6% |
| 30D | +10.3% | +3.6% | +6.7% | +8.9% |
| 3M | +6.6% | -20.6% | +27.2% | +9.3% |
| 6M | +20.0% | +35.1% | -15.0% | +7.0% |
| YTD | -1.9% | +69.1% | -71.0% | -17.7% |
| 1Y | +10.4% | +49.9% | -39.5% | -5.9% |
| 3Y | +134.8% | +642.4% | -507.6% | +21.7% |
| 5Y | +34.0% | -48.3% | +82.3% | -2.4% |
| All | +91.0% | -62.3% | +153.2% | +49.2% |
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