+102.5%
CFG vs OUST
-56.2%
+158.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.2% |
| 7D | +1.5% | +5.2% | -3.7% | +1.0% |
| 30D | -3.8% | -19.3% | +15.4% | -2.0% |
| 3M | +11.5% | -22.6% | +34.1% | +11.8% |
| 6M | +19.2% | +62.8% | -43.6% | +8.9% |
| YTD | +23.7% | +68.3% | -44.6% | +12.0% |
| 1Y | +38.8% | +28.5% | +10.3% | +27.8% |
| 3Y | +178.9% | +554.0% | -375.1% | +96.0% |
| All | +102.5% | -56.2% | +158.7% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling