+81.8%
CNQ vs OUST
+614.8%
-533.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.0% |
| 7D | -0.9% | +4.0% | -4.9% | -1.0% |
| 30D | +8.7% | -14.0% | +22.7% | +9.1% |
| 3M | +15.8% | -5.9% | +21.7% | +15.0% |
| 6M | +13.3% | +76.4% | -63.1% | +8.4% |
| YTD | +54.7% | +67.5% | -12.8% | +47.9% |
| 1Y | +69.5% | +27.1% | +42.4% | +63.4% |
| All | +81.8% | +614.8% | -533.0% | +42.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling