+20.2%
CLF vs OUST
+11.1%
+9.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +15.7% | -24.9% | -10.9% |
| 7D | -7.9% | -0.2% | -7.7% | -8.0% |
| 30D | +5.2% | -24.0% | +29.2% | +8.1% |
| 3M | +4.3% | -29.9% | +34.2% | +7.5% |
| 6M | +25.3% | +19.1% | +6.1% | +14.1% |
| YTD | -3.3% | +55.0% | -58.3% | -19.3% |
| 1Y | +20.2% | +21.2% | -0.9% | +10.3% |
| All | +20.2% | +11.1% | +9.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling