-62.7%
CSGP vs OUST
-65.4%
+2.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +15.7% | -11.7% | +3.2% |
| 7D | +18.3% | -0.2% | +18.5% | +18.2% |
| 30D | +17.8% | -24.0% | +41.8% | +19.2% |
| 3M | +9.3% | -29.9% | +39.1% | +10.7% |
| 6M | -7.9% | +19.1% | -27.1% | -12.5% |
| YTD | -51.5% | +55.0% | -106.5% | -55.3% |
| 1Y | -53.3% | +21.2% | -74.5% | -56.2% |
| 3Y | -57.9% | +626.0% | -683.9% | -69.6% |
| 5Y | -61.3% | -51.6% | -9.7% | -66.2% |
| All | -62.7% | -65.4% | +2.7% | -66.6% |
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 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