+111.5%
CG vs OUST
-62.4%
+173.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -1.9% |
| 7D | -4.3% | +5.2% | -9.5% | -5.0% |
| 30D | -5.1% | -19.3% | +14.2% | -2.5% |
| 3M | +8.7% | -22.6% | +31.3% | +9.2% |
| 6M | -9.2% | +62.8% | -72.0% | -20.4% |
| YTD | -18.9% | +68.3% | -87.2% | -29.6% |
| 1Y | -25.6% | +28.5% | -54.2% | -33.9% |
| 3Y | +57.3% | +554.0% | -496.8% | -4.0% |
| 5Y | +10.2% | -56.2% | +66.4% | -13.1% |
| All | +111.5% | -62.4% | +173.9% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling