-66.9%
CPNG vs OUST
-67.8%
+0.8%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +14.0% | -14.8% | -2.8% |
| 7D | +13.4% | +17.0% | -3.6% | +10.7% |
| 30D | +10.0% | -16.5% | +26.5% | +12.2% |
| 3M | -0.4% | -23.7% | +23.3% | +2.1% |
| 6M | -8.9% | +18.4% | -27.3% | -16.1% |
| YTD | -30.9% | +60.8% | -91.7% | -40.3% |
| 1Y | -43.8% | +44.2% | -88.0% | -50.9% |
| 3Y | -2.5% | +668.1% | -670.6% | -47.6% |
| 5Y | -45.6% | -48.8% | +3.3% | -52.5% |
| All | -66.9% | -67.8% | +0.8% | -70.2% |
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