+224.1%
CFG vs OUST
-62.4%
+286.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.1% |
| 3M | +11.5% | -22.6% | +34.1% | +11.8% |
| 6M | +19.2% | +62.8% | -43.6% | +9.4% |
| YTD | +23.7% | +68.3% | -44.6% | +12.6% |
| 1Y | +38.8% | +28.5% | +10.3% | +28.4% |
| 3Y | +178.9% | +554.0% | -375.1% | +100.8% |
| 5Y | +101.8% | -56.2% | +158.0% | +67.5% |
| All | +224.1% | -62.4% | +286.6% | +175.7% |
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