+191.9%
CFG vs OUST
-64.1%
+256.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +14.0% | -14.9% | -2.2% |
| 7D | -0.9% | +17.0% | -17.9% | -2.5% |
| 30D | +1.1% | -16.5% | +17.6% | +2.3% |
| 3M | -12.0% | -23.7% | +11.7% | -10.5% |
| 6M | -2.2% | +18.4% | -20.6% | -7.5% |
| YTD | +11.4% | +60.8% | -49.4% | +1.1% |
| 1Y | +27.8% | +44.2% | -16.4% | +17.0% |
| 3Y | +173.3% | +668.1% | -494.8% | +93.1% |
| 5Y | +62.4% | -48.8% | +111.3% | +32.8% |
| All | +191.9% | -64.1% | +256.0% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling