+204.2%
CFG vs OUST
-65.4%
+269.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +15.7% | -13.4% | +0.9% |
| 7D | +1.8% | -0.2% | +2.0% | +1.7% |
| 30D | +3.3% | -24.0% | +27.3% | +5.5% |
| 3M | -9.8% | -29.9% | +20.0% | -7.6% |
| 6M | +5.2% | +19.1% | -14.0% | -0.5% |
| YTD | +16.1% | +55.0% | -38.9% | +5.9% |
| 1Y | +33.7% | +21.2% | +12.5% | +24.5% |
| 3Y | +181.2% | +626.0% | -444.8% | +100.0% |
| 5Y | +69.1% | -51.6% | +120.7% | +39.1% |
| All | +204.2% | -65.4% | +269.6% | +159.2% |
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