+78.7%
CG vs OUST
-64.1%
+142.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -2.7% |
| 7D | -1.2% | +17.0% | -18.2% | -3.7% |
| 30D | +5.0% | -16.5% | +21.5% | +7.0% |
| 3M | -18.2% | -23.7% | +5.5% | -16.1% |
| 6M | -20.7% | +18.4% | -39.1% | -27.2% |
| YTD | -31.4% | +60.8% | -92.2% | -40.7% |
| 1Y | -22.3% | +44.2% | -66.4% | -31.9% |
| 3Y | +50.2% | +668.1% | -617.9% | -11.3% |
| 5Y | -22.1% | -48.8% | +26.8% | -39.6% |
| All | +78.7% | -64.1% | +142.9% | +41.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling