+16.7%
CCL vs OUST
+41.3%
-24.5%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.1% |
| 7D | +5.8% | +31.9% | -26.1% | +2.1% |
| 30D | +17.3% | -4.2% | +21.5% | +17.0% |
| 3M | +11.3% | -9.3% | +20.6% | +11.3% |
| 6M | +18.5% | +51.7% | -33.2% | +6.0% |
| YTD | +2.8% | +76.6% | -73.8% | -12.8% |
| 1Y | +16.7% | +48.9% | -32.1% | -0.1% |
| All | +16.7% | +41.3% | -24.5% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling