+53.9%
CP vs OUST
-64.1%
+118.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +14.0% | -15.7% | -2.3% |
| 7D | +2.8% | +17.0% | -14.2% | +2.0% |
| 30D | +10.2% | -16.5% | +26.7% | +10.8% |
| 3M | +2.4% | -23.7% | +26.0% | +3.1% |
| 6M | +7.7% | +18.4% | -10.7% | +4.8% |
| YTD | +26.0% | +60.8% | -34.8% | +20.1% |
| 1Y | +34.6% | +44.2% | -9.6% | +28.9% |
| 3Y | +26.7% | +668.1% | -641.4% | +6.0% |
| 5Y | +24.9% | -48.8% | +73.7% | +11.9% |
| All | +53.9% | -64.1% | +118.0% | +38.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling