-34.0%
CLX vs OUST
-56.2%
+22.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.3% |
| 7D | -9.2% | +5.2% | -14.5% | -9.3% |
| 30D | -11.0% | -19.3% | +8.2% | -11.0% |
| 3M | +5.0% | -22.6% | +27.7% | +5.0% |
| 6M | -18.8% | +62.8% | -81.6% | -19.5% |
| YTD | -4.4% | +68.3% | -72.7% | -5.3% |
| 1Y | -21.9% | +28.5% | -50.4% | -22.5% |
| 3Y | -32.8% | +554.0% | -586.8% | -37.1% |
| All | -34.0% | -56.2% | +22.1% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling