+170.6%
COF vs OUST
-65.5%
+236.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.6% |
| 7D | -3.4% | -3.8% | +0.4% | -3.1% |
| 30D | +0.4% | +5.1% | -4.7% | -0.8% |
| 3M | -12.5% | -25.8% | +13.3% | -10.8% |
| 6M | +8.3% | -2.0% | +10.3% | +4.5% |
| YTD | -18.6% | +54.7% | -73.3% | -26.5% |
| 1Y | -8.6% | +48.8% | -57.4% | -17.3% |
| 3Y | +94.7% | +607.8% | -513.2% | +35.1% |
| 5Y | +35.3% | -52.7% | +88.1% | +10.9% |
| All | +170.6% | -65.5% | +236.1% | +130.4% |
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 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