-54.6%
CSGP vs OUST
+32.6%
-87.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +14.0% | -18.7% | -3.4% |
| 7D | +1.3% | +17.0% | -15.7% | +2.9% |
| 30D | +10.7% | -16.5% | +27.2% | +10.3% |
| 3M | +3.3% | -23.7% | +26.9% | +2.8% |
| 6M | -10.3% | +18.4% | -28.7% | -10.6% |
| YTD | -54.6% | +60.8% | -115.4% | -55.7% |
| 1Y | -54.6% | +44.2% | -98.8% | -55.4% |
| All | -54.6% | +32.6% | -87.2% | -55.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling