+204.6%
COF vs OUST
-62.4%
+267.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.6% |
| 7D | +1.8% | +5.2% | -3.4% | +1.3% |
| 30D | -0.6% | -19.3% | +18.7% | +1.4% |
| 3M | +20.3% | -22.6% | +42.9% | +20.8% |
| 6M | +13.0% | +62.8% | -49.8% | +2.9% |
| YTD | -8.3% | +68.3% | -76.7% | -17.1% |
| 1Y | -1.5% | +28.5% | -30.0% | -9.5% |
| 3Y | +122.3% | +554.0% | -431.8% | +56.3% |
| 5Y | +52.5% | -56.2% | +108.7% | +26.1% |
| All | +204.6% | -62.4% | +267.1% | +159.6% |
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 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