+49.3%
CLF vs OUST
-68.5%
+117.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.0% | -3.2% | -11.1% |
| 7D | -21.0% | -5.0% | -15.9% | -20.7% |
| 30D | -8.0% | -32.0% | +24.0% | -4.0% |
| 3M | -10.9% | -32.4% | +21.4% | -7.4% |
| 6M | +5.8% | +6.7% | -0.9% | +0.4% |
| YTD | -15.1% | +41.0% | -56.2% | -23.3% |
| 1Y | +7.2% | +18.0% | -10.7% | -1.2% |
| 3Y | -34.2% | +560.6% | -594.8% | -56.5% |
| 5Y | -49.6% | -55.1% | +5.5% | -57.4% |
| All | +49.3% | -68.5% | +117.8% | +29.0% |
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