+312.6%
COR vs OUST
-65.4%
+378.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.8% | +4.2% |
| 7D | +9.1% | -0.2% | +9.3% | +9.1% |
| 30D | +12.4% | -24.0% | +36.4% | +12.0% |
| 3M | +15.8% | -29.9% | +45.7% | +15.4% |
| 6M | +17.1% | +19.1% | -2.1% | +17.6% |
| YTD | +5.4% | +55.0% | -49.6% | +6.2% |
| 1Y | +3.5% | +21.2% | -17.6% | +4.1% |
| 3Y | +86.0% | +626.0% | -540.0% | +89.0% |
| 5Y | +196.7% | -51.6% | +248.3% | +195.5% |
| All | +312.6% | -65.4% | +378.0% | +310.9% |
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