+14.0%
CCL vs OUST
+32.6%
-18.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.0% | -14.0% | -1.7% |
| 7D | +2.6% | +17.0% | -14.4% | +0.5% |
| 30D | +13.1% | -16.5% | +29.6% | +14.8% |
| 3M | +3.3% | -23.7% | +26.9% | +5.4% |
| 6M | +8.7% | +18.4% | -9.7% | +0.9% |
| YTD | -1.6% | +60.8% | -62.4% | -15.5% |
| 1Y | +14.0% | +44.2% | -30.2% | -1.5% |
| All | +14.0% | +32.6% | -18.6% | -1.5% |
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