+43.4%
CL vs OUST
-65.4%
+108.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +15.7% | -12.5% | +3.6% |
| 7D | +7.7% | -0.2% | +7.9% | +7.7% |
| 30D | +15.2% | -24.0% | +39.2% | +14.7% |
| 3M | +7.3% | -29.9% | +37.2% | +6.8% |
| 6M | +17.0% | +19.1% | -2.1% | +18.0% |
| YTD | +28.0% | +55.0% | -27.0% | +29.9% |
| 1Y | +32.1% | +21.2% | +10.9% | +33.7% |
| 3Y | +41.5% | +626.0% | -584.5% | +46.4% |
| 5Y | +43.9% | -51.6% | +95.5% | +43.3% |
| All | +43.4% | -65.4% | +108.8% | +42.2% |
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