+30.0%
CL vs OUST
-56.2%
+86.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.1% | -1.4% |
| 7D | -2.2% | +5.2% | -7.4% | -2.1% |
| 30D | -4.8% | -19.3% | +14.4% | -5.2% |
| 3M | +4.9% | -22.6% | +27.5% | +4.9% |
| 6M | -5.7% | +62.8% | -68.5% | -4.6% |
| YTD | +14.4% | +68.3% | -54.0% | +15.9% |
| 1Y | +8.7% | +28.5% | -19.8% | +10.1% |
| 3Y | +30.0% | +554.0% | -524.1% | +33.0% |
| All | +30.0% | -56.2% | +86.2% | +26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling