-19.8%
CEG vs OUST
+46.4%
-66.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.2% |
| 7D | +17.8% | +19.9% | -2.1% | +15.7% |
| 30D | -4.5% | +3.6% | -8.1% | -5.2% |
| 3M | +1.5% | -20.6% | +22.1% | +2.8% |
| 6M | -3.5% | +35.1% | -38.6% | -10.4% |
| YTD | -19.7% | +69.1% | -88.8% | -31.2% |
| 1Y | -19.8% | +49.9% | -69.7% | -28.4% |
| All | -19.8% | +46.4% | -66.2% | -28.4% |
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 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