+43.3%
CL vs OUST
-68.5%
+111.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.0% | +8.9% | -0.3% |
| 7D | +5.9% | -5.0% | +11.0% | +5.9% |
| 30D | +13.8% | -32.0% | +45.8% | +13.0% |
| 3M | +6.4% | -32.4% | +38.8% | +5.8% |
| 6M | +15.6% | +6.7% | +8.9% | +16.4% |
| YTD | +27.9% | +41.0% | -13.1% | +29.5% |
| 1Y | +31.4% | +18.0% | +13.4% | +32.9% |
| 3Y | +41.4% | +560.6% | -519.2% | +46.0% |
| 5Y | +42.8% | -55.1% | +97.9% | +42.0% |
| All | +43.3% | -68.5% | +111.8% | +41.8% |
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