-28.5%
CEG vs OUST
+32.6%
-61.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +14.0% | -9.7% | +2.9% |
| 7D | -4.7% | +17.0% | -21.7% | -6.4% |
| 30D | -16.6% | -16.5% | -0.1% | -15.4% |
| 3M | -4.1% | -23.7% | +19.5% | -2.4% |
| 6M | -22.3% | +18.4% | -40.7% | -26.8% |
| YTD | -28.9% | +60.8% | -89.7% | -39.0% |
| 1Y | -28.5% | +44.2% | -72.7% | -36.2% |
| All | -28.5% | +32.6% | -61.0% | -36.2% |
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