-21.9%
CLX vs OUST
+33.5%
-55.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | -9.2% | +5.2% | -14.5% | -9.1% |
| 30D | -11.0% | -19.3% | +8.2% | -11.6% |
| 3M | +5.0% | -22.6% | +27.7% | +4.9% |
| 6M | -18.8% | +62.8% | -81.6% | -17.8% |
| YTD | -4.4% | +68.3% | -72.7% | -2.8% |
| 1Y | -21.9% | +28.5% | -50.4% | -20.6% |
| All | -21.9% | +33.5% | -55.3% | -20.6% |
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