+6.7%
CLX vs OUST
+50.6%
-43.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.0% |
| 7D | +13.6% | +31.9% | -18.2% | +14.2% |
| 30D | +29.1% | -4.2% | +33.3% | +28.8% |
| 3M | +1.6% | -9.3% | +10.9% | +1.3% |
| 6M | +18.7% | +51.7% | -32.9% | +18.9% |
| YTD | +11.1% | +76.6% | -65.5% | +12.0% |
| All | +6.7% | +50.6% | -43.9% | +7.9% |
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