+6.8%
CNC vs OUST
-60.2%
+67.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.8% | -12.6% | -1.8% |
| 7D | +3.0% | +36.7% | -33.7% | +2.9% |
| 30D | +4.9% | -3.3% | +8.2% | +4.8% |
| 3M | +4.2% | -11.1% | +15.3% | +4.1% |
| 6M | +22.5% | +53.1% | -30.6% | +22.3% |
| YTD | +66.6% | +78.2% | -11.7% | +66.3% |
| 1Y | +82.5% | +50.0% | +32.5% | +82.2% |
| 3Y | -4.1% | +836.2% | -840.3% | -5.5% |
| 5Y | -8.3% | -50.0% | +41.6% | -11.4% |
| All | +6.8% | -60.2% | +67.0% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling