-12.9%
CLX vs OUST
+537.2%
-550.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.0% | +9.5% | +0.4% |
| 7D | +12.4% | -5.0% | +17.5% | +12.3% |
| 30D | +21.1% | -32.0% | +53.1% | +20.6% |
| 3M | -3.3% | -32.4% | +29.0% | -3.7% |
| 6M | +18.8% | +6.7% | +12.1% | +19.1% |
| YTD | +3.9% | +41.0% | -37.1% | +4.5% |
| 1Y | -3.8% | +18.0% | -21.8% | -3.4% |
| All | -12.9% | +537.2% | -550.1% | -15.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling