+507.8%
CEG vs OUST
-12.0%
+519.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +15.7% | -22.4% | -8.1% |
| 7D | -4.8% | -0.2% | -4.6% | -5.0% |
| 30D | -8.2% | -24.0% | +15.8% | -6.3% |
| 3M | -7.9% | -29.9% | +22.0% | -5.6% |
| 6M | -23.2% | +19.1% | -42.4% | -26.7% |
| YTD | -30.1% | +55.0% | -85.1% | -35.5% |
| 1Y | -31.9% | +21.2% | -53.1% | -35.9% |
| 3Y | +114.0% | +626.0% | -512.0% | +67.6% |
| All | +507.8% | -12.0% | +519.7% | +434.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling