-42.5%
CPNG vs OUST
-48.5%
+6.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.2% | -0.1% | -3.8% |
| 7D | -6.9% | +19.9% | -26.8% | -9.5% |
| 30D | +1.1% | +3.6% | -2.5% | +0.1% |
| 3M | -6.3% | -20.6% | +14.3% | -4.5% |
| 6M | -3.8% | +35.1% | -38.9% | -13.1% |
| YTD | -35.2% | +69.1% | -104.3% | -44.6% |
| 1Y | -47.0% | +49.9% | -96.9% | -54.0% |
| 3Y | -0.2% | +642.4% | -642.6% | -47.2% |
| 5Y | -42.5% | -48.3% | +5.8% | -30.1% |
| All | -42.5% | -48.5% | +6.0% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling