-66.7%
CPNG vs OUST
-64.3%
-2.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.1% | -0.7% |
| 7D | +11.7% | +36.7% | -25.0% | +6.7% |
| 30D | +3.8% | -3.3% | +7.1% | +3.7% |
| 3M | +1.2% | -11.1% | +12.3% | +1.4% |
| 6M | -3.3% | +53.1% | -56.4% | -14.2% |
| YTD | -30.4% | +78.2% | -108.6% | -40.8% |
| 1Y | -43.1% | +50.0% | -93.2% | -50.5% |
| 3Y | +8.2% | +836.2% | -827.9% | -43.9% |
| 5Y | -44.7% | -50.0% | +5.3% | -51.6% |
| All | -66.7% | -64.3% | -2.4% | -70.4% |
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