-14.1%
CG vs OUST
+11.1%
-25.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +15.7% | -11.2% | +2.9% |
| 7D | +9.4% | -0.2% | +9.7% | +9.3% |
| 30D | +8.7% | -24.0% | +32.7% | +11.6% |
| 3M | -15.0% | -29.9% | +14.9% | -12.4% |
| 6M | -13.2% | +19.1% | -32.4% | -20.7% |
| YTD | -26.2% | +55.0% | -81.1% | -37.7% |
| 1Y | -14.1% | +21.2% | -35.3% | -24.6% |
| All | -14.1% | +11.1% | -25.2% | -24.6% |
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 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