+50.2%
CG vs OUST
+626.4%
-576.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -2.4% |
| 7D | -1.2% | +17.0% | -18.2% | -3.4% |
| 30D | +5.0% | -16.5% | +21.5% | +6.8% |
| 3M | -18.2% | -23.7% | +5.5% | -16.3% |
| 6M | -20.7% | +18.4% | -39.1% | -26.6% |
| YTD | -31.4% | +60.8% | -92.2% | -40.1% |
| 1Y | -22.3% | +44.2% | -66.4% | -31.3% |
| 3Y | +50.2% | +668.1% | -617.9% | +0.9% |
| All | +50.2% | +626.4% | -576.2% | +0.9% |
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