-33.7%
CEG vs OUST
-1.5%
-32.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.0% | +6.5% | -1.6% |
| 7D | -9.4% | -5.0% | -4.4% | -9.1% |
| 30D | -20.2% | -32.0% | +11.8% | -17.4% |
| 3M | -9.5% | -32.4% | +22.9% | -6.7% |
| 6M | -25.0% | +6.7% | -31.7% | -28.8% |
| YTD | -31.9% | +41.0% | -72.9% | -41.0% |
| 1Y | -33.7% | +18.0% | -51.6% | -38.9% |
| All | -33.7% | -1.5% | -32.1% | -38.9% |
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