+63.6%
CNQ vs OUST
+24.9%
+38.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.4% |
| 7D | -0.8% | -3.0% | +2.2% | -0.8% |
| 30D | +5.3% | -23.4% | +28.7% | +5.1% |
| 3M | +11.4% | -10.8% | +22.2% | +11.1% |
| 6M | +8.1% | +42.7% | -34.7% | +7.6% |
| YTD | +50.9% | +63.3% | -12.4% | +48.6% |
| 1Y | +63.6% | +15.0% | +48.6% | +64.2% |
| All | +63.6% | +24.9% | +38.7% | +64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling