-5.9%
CNC vs OUST
-49.1%
+43.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +14.0% | -20.0% | -6.1% |
| 7D | +1.9% | +17.0% | -15.1% | +1.7% |
| 30D | +7.3% | -16.5% | +23.8% | +7.3% |
| 3M | +8.6% | -23.7% | +32.3% | +8.7% |
| 6M | +26.0% | +18.4% | +7.7% | +25.7% |
| YTD | +69.5% | +60.8% | +8.7% | +68.6% |
| 1Y | +88.0% | +44.2% | +43.8% | +87.1% |
| 3Y | -2.9% | +668.1% | -671.0% | -6.3% |
| All | -5.9% | -49.1% | +43.2% | -8.2% |
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