-58.4%
CSGP vs OUST
+537.2%
-595.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -1.5% |
| 7D | +13.9% | -5.0% | +18.9% | +13.9% |
| 30D | +16.0% | -32.0% | +48.0% | +16.6% |
| 3M | +6.1% | -32.4% | +38.4% | +6.6% |
| 6M | -8.2% | +6.7% | -14.9% | -11.0% |
| YTD | -52.3% | +41.0% | -93.4% | -54.8% |
| 1Y | -54.5% | +18.0% | -72.5% | -56.5% |
| All | -58.4% | +537.2% | -595.6% | -68.1% |
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 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