-5.6%
CLX vs OUST
+11.1%
-16.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +15.7% | -10.0% | +6.0% |
| 7D | +14.2% | -0.2% | +14.4% | +14.0% |
| 30D | +22.7% | -24.0% | +46.6% | +22.0% |
| 3M | -2.8% | -29.9% | +27.1% | -3.5% |
| 6M | +17.7% | +19.1% | -1.5% | +16.9% |
| YTD | +3.3% | +55.0% | -51.6% | +2.9% |
| 1Y | -5.6% | +21.2% | -26.8% | -4.2% |
| All | -5.6% | +11.1% | -16.7% | -4.2% |
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 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