+4.4%
CNC vs OUST
-62.4%
+66.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.4% |
| 7D | +3.5% | +5.2% | -1.7% | +3.5% |
| 30D | +0.1% | -19.3% | +19.3% | +0.1% |
| 3M | +6.9% | -22.6% | +29.6% | +6.9% |
| 6M | +49.0% | +62.8% | -13.8% | +48.9% |
| YTD | +62.9% | +68.3% | -5.4% | +62.8% |
| 1Y | +134.0% | +28.5% | +105.5% | +133.9% |
| 3Y | +9.4% | +554.0% | -544.6% | +8.1% |
| 5Y | +4.1% | -56.2% | +60.4% | +0.6% |
| All | +4.4% | -62.4% | +66.9% | +4.3% |
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