+652.4%
CNQ vs OUST
-63.7%
+716.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -1.0% |
| 7D | -0.7% | -1.7% | +1.0% | -0.6% |
| 30D | +6.7% | -21.9% | +28.6% | +7.7% |
| 3M | +12.8% | -8.2% | +21.0% | +12.0% |
| 6M | +13.3% | +57.5% | -44.2% | +8.7% |
| YTD | +53.1% | +62.8% | -9.7% | +46.0% |
| 1Y | +66.1% | +24.5% | +41.5% | +59.5% |
| 3Y | +75.4% | +599.0% | -523.6% | +45.0% |
| 5Y | +288.1% | -54.9% | +343.0% | +261.2% |
| All | +652.4% | -63.7% | +716.1% | +621.5% |
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