+124.2%
CEG vs OUST
+729.1%
-604.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +1.7% | +31.9% | -30.2% | -1.4% |
| 30D | -10.2% | -4.2% | -6.0% | -10.2% |
| 3M | -0.8% | -9.3% | +8.4% | -0.6% |
| 6M | -11.5% | +51.7% | -63.2% | -18.5% |
| YTD | -23.9% | +76.6% | -100.5% | -31.9% |
| 1Y | -25.4% | +48.9% | -74.3% | -32.1% |
| 3Y | +124.2% | +675.3% | -551.1% | +79.2% |
| All | +124.2% | +729.1% | -604.9% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling