+420.1%
CORZ vs OUST
+489.5%
-69.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.5% |
| 7D | +8.4% | +5.2% | +3.1% | +7.0% |
| 30D | -17.8% | -19.3% | +1.4% | -13.4% |
| 3M | -35.9% | -22.6% | -13.3% | -34.1% |
| 6M | +12.9% | +62.8% | -49.8% | -5.5% |
| YTD | +22.9% | +68.3% | -45.5% | +1.3% |
| 1Y | +31.4% | +28.5% | +2.8% | +12.2% |
| All | +420.1% | +489.5% | -69.4% | +169.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling