-21.0%
CG vs OUST
+2.5%
-23.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.0% | +2.5% | -6.0% |
| 7D | -1.5% | -5.0% | +3.5% | -1.3% |
| 30D | +2.8% | -32.0% | +34.8% | +4.9% |
| 3M | -19.2% | -32.4% | +13.1% | -17.9% |
| 6M | -21.0% | +6.7% | -27.7% | -23.7% |
| All | -21.0% | +2.5% | -23.4% | -23.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling