+29.9%
CFG vs OUST
+40.1%
-10.3%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -8.5% | +9.1% | +1.1% |
| 7D | +3.2% | -3.8% | +7.0% | +3.4% |
| 30D | +5.1% | +5.1% | +0.1% | +4.6% |
| 3M | -11.2% | -25.8% | +14.6% | -10.3% |
| 6M | +9.6% | -2.0% | +11.6% | +7.0% |
| YTD | +15.0% | +54.7% | -39.7% | +4.8% |
| 1Y | +29.9% | +48.8% | -18.9% | +18.4% |
| All | +29.9% | +40.1% | -10.3% | +18.4% |
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