+187.4%
CEG vs OUST
+554.0%
-366.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.7% | +3.2% | +4.7% |
| 7D | +8.0% | +5.2% | +2.8% | +7.5% |
| 30D | +12.9% | -19.3% | +32.2% | +15.1% |
| 3M | +13.2% | -22.6% | +35.8% | +13.6% |
| 6M | -7.0% | +62.8% | -69.8% | -15.1% |
| YTD | -15.0% | +68.3% | -83.3% | -23.1% |
| 1Y | -2.7% | +28.5% | -31.3% | -10.1% |
| All | +187.4% | +554.0% | -366.7% | +125.6% |
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