+241.9%
CORZ vs OUST
+463.0%
-221.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +14.0% | -10.7% | -0.3% |
| 7D | -11.2% | +17.0% | -28.2% | -15.5% |
| 30D | -26.2% | -16.5% | -9.7% | -23.2% |
| 3M | -44.1% | -23.7% | -20.5% | -40.7% |
| 6M | -52.3% | +18.4% | -70.6% | -56.9% |
| YTD | -19.2% | +60.8% | -80.0% | -33.1% |
| 1Y | -42.9% | +44.2% | -87.1% | -51.6% |
| All | +241.9% | +463.0% | -221.2% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling