+122.3%
CNP vs OUST
-60.2%
+182.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +10.8% | -10.5% | +0.3% |
| 7D | -4.3% | +36.7% | -41.0% | -4.5% |
| 30D | +5.7% | -3.3% | +9.1% | +5.7% |
| 3M | +0.9% | -11.1% | +12.0% | +1.0% |
| 6M | -1.1% | +53.1% | -54.1% | -1.8% |
| YTD | +8.3% | +78.2% | -70.0% | +7.1% |
| 1Y | +5.9% | +50.0% | -44.1% | +4.9% |
| 3Y | +64.6% | +836.2% | -771.5% | +54.6% |
| 5Y | +74.6% | -50.0% | +124.6% | +69.2% |
| All | +122.3% | -60.2% | +182.6% | +116.6% |
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