+643.5%
CNQ vs OUST
-65.5%
+709.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -8.5% | +9.8% | +1.6% |
| 7D | +2.5% | -3.8% | +6.3% | +2.6% |
| 30D | -4.0% | +5.1% | -9.0% | -4.4% |
| 3M | +5.5% | -25.8% | +31.3% | +6.2% |
| 6M | +7.5% | -2.0% | +9.5% | +5.6% |
| YTD | +51.2% | +54.7% | -3.5% | +44.0% |
| 1Y | +57.3% | +48.8% | +8.5% | +49.8% |
| 3Y | +71.0% | +607.8% | -536.9% | +41.0% |
| 5Y | +206.1% | -52.7% | +258.9% | +182.9% |
| All | +643.5% | -65.5% | +709.0% | +611.4% |
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