-46.8%
CPNG vs OUST
+33.5%
-80.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.6% |
| 7D | -7.4% | +5.2% | -12.7% | -7.9% |
| 30D | -4.4% | -19.3% | +14.8% | -2.9% |
| 3M | -7.5% | -22.6% | +15.1% | -7.4% |
| 6M | -19.9% | +62.8% | -82.7% | -27.8% |
| YTD | -35.2% | +68.3% | -103.5% | -42.7% |
| 1Y | -46.8% | +28.5% | -75.3% | -52.6% |
| All | -46.8% | +33.5% | -80.3% | -52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling