+180.0%
COF vs OUST
-64.1%
+244.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +14.0% | -15.0% | -2.4% |
| 7D | -1.5% | +17.0% | -18.5% | -3.3% |
| 30D | +3.0% | -16.5% | +19.5% | +4.3% |
| 3M | -7.9% | -23.7% | +15.7% | -6.3% |
| 6M | +5.2% | +18.4% | -13.2% | -1.0% |
| YTD | -15.7% | +60.8% | -76.5% | -24.1% |
| 1Y | -5.5% | +44.2% | -49.7% | -14.1% |
| 3Y | +100.5% | +668.1% | -567.6% | +37.9% |
| 5Y | +42.3% | -48.8% | +91.2% | +15.9% |
| All | +180.0% | -64.1% | +244.2% | +137.8% |
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