+34.3%
CP vs OUST
-56.2%
+90.4%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.3% | +0.3% |
| 7D | -2.7% | +5.2% | -7.9% | -2.9% |
| 30D | +0.2% | -19.3% | +19.4% | +1.1% |
| 3M | +2.6% | -22.6% | +25.2% | +2.7% |
| 6M | +6.0% | +62.8% | -56.8% | +1.3% |
| YTD | +24.9% | +68.3% | -43.4% | +18.9% |
| 1Y | +20.1% | +28.5% | -8.4% | +15.0% |
| 3Y | +16.4% | +554.0% | -537.6% | -3.4% |
| All | +34.3% | -56.2% | +90.4% | +23.6% |
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 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