+121.5%
CNP vs OUST
-64.1%
+185.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +14.0% | -12.3% | +1.6% |
| 7D | -4.2% | +17.0% | -21.2% | -4.3% |
| 30D | +5.5% | -16.5% | +22.0% | +5.6% |
| 3M | +0.6% | -23.7% | +24.2% | +0.7% |
| 6M | -2.8% | +18.4% | -21.2% | -3.4% |
| YTD | +7.9% | +60.8% | -52.9% | +6.8% |
| 1Y | +6.7% | +44.2% | -37.5% | +5.6% |
| 3Y | +61.1% | +668.1% | -607.0% | +51.7% |
| 5Y | +73.0% | -48.8% | +121.8% | +67.4% |
| All | +121.5% | -64.1% | +185.7% | +115.9% |
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