+647.4%
CNQ vs OUST
-62.4%
+709.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.4% |
| 7D | +3.0% | +5.2% | -2.2% | +2.8% |
| 30D | +12.8% | -19.3% | +32.0% | +13.7% |
| 3M | +7.0% | -22.6% | +29.6% | +7.1% |
| 6M | +16.5% | +62.8% | -46.3% | +11.5% |
| YTD | +52.0% | +68.3% | -16.3% | +44.8% |
| 1Y | +64.1% | +28.5% | +35.6% | +57.4% |
| 3Y | +74.3% | +554.0% | -479.7% | +44.7% |
| 5Y | +268.4% | -56.2% | +324.7% | +243.8% |
| All | +647.4% | -62.4% | +709.9% | +615.7% |
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