+62.4%
CLF vs OUST
-60.2%
+122.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.8% | -3.9% | +5.6% |
| 7D | -14.1% | +36.7% | -50.8% | -17.6% |
| 30D | -5.5% | -3.3% | -2.2% | -5.7% |
| 3M | 0.0% | -11.1% | +11.1% | +0.5% |
| 6M | +11.3% | +53.1% | -41.8% | +0.9% |
| YTD | -7.7% | +78.2% | -85.9% | -19.0% |
| 1Y | +17.5% | +50.0% | -32.5% | +5.1% |
| 3Y | -25.4% | +836.2% | -861.6% | -52.8% |
| 5Y | -46.0% | -50.0% | +4.0% | -55.1% |
| All | +62.4% | -60.2% | +122.6% | +36.3% |
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 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