+87.2%
CI vs OUST
-65.5%
+152.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.5% | +8.8% | +0.2% |
| 7D | +1.2% | -3.8% | +4.9% | +1.2% |
| 30D | +2.6% | +5.1% | -2.5% | +2.6% |
| 3M | +7.4% | -25.8% | +33.2% | +7.4% |
| 6M | -0.1% | -2.0% | +1.9% | -0.3% |
| YTD | +9.7% | +54.7% | -45.0% | +9.2% |
| 1Y | +12.1% | +48.8% | -36.7% | +11.6% |
| 3Y | +7.0% | +607.8% | -600.8% | +5.8% |
| 5Y | +49.7% | -52.7% | +102.4% | +42.8% |
| All | +87.2% | -65.5% | +152.6% | +84.4% |
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