+57.2%
CP vs OUST
-65.5%
+122.7%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -8.5% | +8.0% | -0.1% |
| 7D | +2.1% | -3.8% | +5.9% | +2.3% |
| 30D | +9.3% | +5.1% | +4.3% | +8.8% |
| 3M | +0.5% | -25.8% | +26.3% | +1.3% |
| 6M | +10.4% | -2.0% | +12.4% | +8.6% |
| YTD | +28.7% | +54.7% | -26.0% | +22.9% |
| 1Y | +33.2% | +48.8% | -15.6% | +27.2% |
| 3Y | +38.4% | +607.8% | -569.4% | +16.4% |
| 5Y | +26.2% | -52.7% | +78.9% | +13.3% |
| All | +57.2% | -65.5% | +122.7% | +41.8% |
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