-42.6%
CLX vs OUST
-68.5%
+26.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.5% | +0.5% |
| 7D | +12.4% | -5.0% | +17.5% | +12.4% |
| 30D | +21.1% | -32.0% | +53.1% | +21.1% |
| 3M | -3.3% | -32.4% | +29.0% | -3.4% |
| 6M | +18.8% | +6.7% | +12.1% | +18.6% |
| YTD | +3.9% | +41.0% | -37.1% | +3.6% |
| 1Y | -3.8% | +18.0% | -21.8% | -4.1% |
| 3Y | -10.5% | +560.6% | -571.1% | -13.4% |
| 5Y | -26.7% | -55.1% | +28.4% | -31.2% |
| All | -42.6% | -68.5% | +26.0% | -47.7% |
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