+518.2%
CEG vs OUST
-8.7%
+526.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.0% | -9.7% | +3.1% |
| 7D | -4.7% | +17.0% | -21.7% | -6.3% |
| 30D | -16.6% | -16.5% | -0.1% | -15.6% |
| 3M | -4.1% | -23.7% | +19.5% | -2.5% |
| 6M | -22.3% | +18.4% | -40.7% | -25.9% |
| YTD | -28.9% | +60.8% | -89.7% | -34.7% |
| 1Y | -28.5% | +44.2% | -72.7% | -33.6% |
| 3Y | +104.3% | +668.1% | -563.8% | +59.2% |
| All | +518.2% | -8.7% | +526.9% | +441.4% |
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