+65.6%
CLF vs OUST
-62.4%
+128.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +7.6% | +5.2% | +2.3% | +6.9% |
| 30D | -1.2% | -19.3% | +18.1% | +1.2% |
| 3M | -13.4% | -22.6% | +9.3% | -13.1% |
| 6M | +15.4% | +62.8% | -47.4% | +4.0% |
| YTD | -5.9% | +68.3% | -74.2% | -16.2% |
| 1Y | +18.8% | +28.5% | -9.7% | +8.2% |
| 3Y | -19.4% | +554.0% | -573.4% | -46.4% |
| 5Y | -47.7% | -56.2% | +8.5% | -55.6% |
| All | +65.6% | -62.4% | +128.0% | +41.0% |
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