+35.7%
COF vs OUST
-53.0%
+88.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -8.5% | +9.3% | +1.7% |
| 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% | -10.7% |
| 6M | +8.3% | -2.0% | +10.3% | +4.3% |
| YTD | -18.6% | +54.7% | -73.3% | -27.0% |
| 1Y | -8.6% | +48.8% | -57.4% | -17.9% |
| 3Y | +94.7% | +607.8% | -513.2% | +30.6% |
| All | +35.7% | -53.0% | +88.8% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling