+4.4%
CPNG vs OUST
+692.9%
-688.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | -6.2% | +14.0% | -20.2% | -7.4% |
| 30D | +4.6% | +2.5% | +2.1% | +4.0% |
| 3M | -3.1% | -15.3% | +12.2% | -2.6% |
| 6M | -0.9% | +42.6% | -43.5% | -6.6% |
| YTD | -32.2% | +76.6% | -108.8% | -38.1% |
| 1Y | -44.2% | +54.1% | -98.2% | -48.6% |
| All | +4.4% | +692.9% | -688.5% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling