-48.0%
CLX vs OUST
-61.4%
+13.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.6% |
| 7D | -3.5% | +12.7% | -16.3% | -3.5% |
| 30D | -11.9% | -13.6% | +1.7% | -11.9% |
| 3M | -2.6% | -8.3% | +5.7% | -2.6% |
| 6M | -18.2% | +85.0% | -103.1% | -18.4% |
| YTD | -5.9% | +73.2% | -79.1% | -6.2% |
| 1Y | -23.8% | +32.5% | -56.3% | -24.1% |
| 3Y | -33.6% | +643.8% | -677.4% | -35.7% |
| 5Y | -35.7% | -52.1% | +16.4% | -39.9% |
| All | -48.0% | -61.4% | +13.3% | -52.6% |
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 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