+57.7%
CP vs OUST
-65.4%
+123.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +15.7% | -12.2% | +2.8% |
| 7D | +5.6% | -0.2% | +5.8% | +5.5% |
| 30D | +10.0% | -24.0% | +34.0% | +11.1% |
| 3M | +4.4% | -29.9% | +34.3% | +5.6% |
| 6M | +14.1% | +19.1% | -5.1% | +11.0% |
| YTD | +29.1% | +55.0% | -25.9% | +23.3% |
| 1Y | +34.6% | +21.2% | +13.4% | +29.9% |
| 3Y | +29.8% | +626.0% | -596.2% | +8.9% |
| 5Y | +28.7% | -51.6% | +80.3% | +15.6% |
| All | +57.7% | -65.4% | +123.1% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling