+117.8%
CNP vs OUST
-68.5%
+186.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.0% | +6.4% | -2.6% |
| 7D | -5.3% | -5.0% | -0.3% | -5.3% |
| 30D | +3.7% | -32.0% | +35.7% | +3.9% |
| 3M | -1.1% | -32.4% | +31.3% | -0.9% |
| 6M | -7.1% | +6.7% | -13.8% | -7.6% |
| YTD | +6.0% | +41.0% | -35.0% | +5.0% |
| 1Y | +5.2% | +18.0% | -12.8% | +4.4% |
| 3Y | +57.5% | +560.6% | -503.1% | +48.4% |
| 5Y | +70.0% | -55.1% | +125.1% | +64.7% |
| All | +117.8% | -68.5% | +186.3% | +112.4% |
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 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