-42.4%
CLX vs OUST
-64.1%
+21.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +14.0% | -13.7% | +0.3% |
| 7D | +13.6% | +17.0% | -3.4% | +13.6% |
| 30D | +23.4% | -16.5% | +39.9% | +23.3% |
| 3M | -2.8% | -23.7% | +20.8% | -2.9% |
| 6M | +14.0% | +18.4% | -4.4% | +13.8% |
| YTD | +4.2% | +60.8% | -56.6% | +3.9% |
| 1Y | -1.2% | +44.2% | -45.4% | -1.4% |
| 3Y | -12.7% | +668.1% | -680.8% | -15.5% |
| 5Y | -26.5% | -48.8% | +22.3% | -31.0% |
| All | -42.4% | -64.1% | +21.7% | -47.5% |
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