+230.8%
CORZ vs OUST
+393.9%
-163.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -9.0% | -1.8% | -8.5% |
| 7D | -21.1% | -5.0% | -16.1% | -20.4% |
| 30D | -31.8% | -32.0% | +0.3% | -25.0% |
| 3M | -47.7% | -32.4% | -15.4% | -42.7% |
| 6M | -48.7% | +6.7% | -55.4% | -52.3% |
| YTD | -21.8% | +41.0% | -62.9% | -32.9% |
| 1Y | -47.8% | +18.0% | -65.8% | -53.4% |
| All | +230.8% | +393.9% | -163.0% | +78.2% |
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