-42.9%
CLX vs OUST
-65.4%
+22.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +15.7% | -10.0% | +5.7% |
| 7D | +14.2% | -0.2% | +14.4% | +14.2% |
| 30D | +22.7% | -24.0% | +46.6% | +22.6% |
| 3M | -2.8% | -29.9% | +27.1% | -2.8% |
| 6M | +17.7% | +19.1% | -1.5% | +17.4% |
| YTD | +3.3% | +55.0% | -51.6% | +3.0% |
| 1Y | -5.6% | +21.2% | -26.8% | -5.9% |
| 3Y | -11.0% | +626.0% | -637.0% | -13.8% |
| 5Y | -27.6% | -51.6% | +24.0% | -32.1% |
| All | -42.9% | -65.4% | +22.5% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling