+51.2%
CG vs OUST
+537.2%
-486.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.0% | +2.5% | -5.4% |
| 7D | -1.5% | -5.0% | +3.5% | -1.0% |
| 30D | +2.8% | -32.0% | +34.8% | +7.5% |
| 3M | -19.2% | -32.4% | +13.1% | -16.0% |
| 6M | -21.0% | +6.7% | -27.7% | -25.8% |
| YTD | -31.0% | +41.0% | -72.0% | -38.6% |
| 1Y | -21.1% | +18.0% | -39.1% | -28.3% |
| All | +51.2% | +537.2% | -486.0% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling