+116.1%
CNP vs OUST
-62.4%
+178.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.4% | -0.8% |
| 7D | +1.1% | +5.2% | -4.1% | +1.1% |
| 30D | -1.8% | -19.3% | +17.4% | -1.7% |
| 3M | -4.6% | -22.6% | +18.0% | -4.6% |
| 6M | -8.8% | +62.8% | -71.6% | -9.7% |
| YTD | +5.2% | +68.3% | -63.1% | +4.2% |
| 1Y | +8.3% | +28.5% | -20.2% | +7.3% |
| 3Y | +54.9% | +554.0% | -499.2% | +46.2% |
| 5Y | +73.5% | -56.2% | +129.7% | +68.3% |
| All | +116.1% | -62.4% | +178.6% | +110.7% |
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