+123.1%
CNP vs OUST
-62.3%
+185.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | -0.1% |
| 7D | +2.5% | +19.9% | -17.5% | +2.3% |
| 30D | +4.0% | +3.6% | +0.4% | +4.0% |
| 3M | +1.6% | -20.6% | +22.3% | +1.8% |
| 6M | -1.7% | +35.1% | -36.7% | -2.3% |
| YTD | +8.6% | +69.1% | -60.5% | +7.5% |
| 1Y | +5.8% | +49.9% | -44.1% | +4.8% |
| 3Y | +63.0% | +642.4% | -579.4% | +53.7% |
| 5Y | +74.7% | -48.3% | +123.0% | +69.1% |
| All | +123.1% | -62.3% | +185.4% | +117.4% |
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