+1.4%
CCL vs OUST
-56.2%
+57.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.5% | -0.2% |
| 7D | -5.0% | +5.2% | -10.3% | -5.9% |
| 30D | -20.3% | -19.3% | -1.1% | -17.5% |
| 3M | -15.1% | -22.6% | +7.5% | -14.5% |
| 6M | -15.1% | +62.8% | -77.9% | -27.6% |
| YTD | -21.8% | +68.3% | -90.1% | -34.5% |
| 1Y | -24.8% | +28.5% | -53.3% | -35.2% |
| 3Y | +51.9% | +554.0% | -502.2% | -24.7% |
| All | +1.4% | -56.2% | +57.6% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling