+10.3%
CLX vs OUST
+40.1%
-29.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -8.5% | +9.7% | +1.0% |
| 7D | +9.5% | -3.8% | +13.3% | +9.4% |
| 30D | +30.7% | +5.1% | +25.6% | +30.9% |
| 3M | +4.2% | -25.8% | +30.0% | +3.5% |
| 6M | +22.1% | -2.0% | +24.1% | +22.0% |
| YTD | +14.1% | +54.7% | -40.6% | +14.9% |
| 1Y | +10.3% | +48.8% | -38.5% | +11.5% |
| All | +10.3% | +40.1% | -29.8% | +11.5% |
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 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