-61.5%
CSGP vs OUST
-56.4%
-5.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -9.0% | +7.4% | -1.2% |
| 7D | +13.9% | -5.0% | +18.9% | +14.1% |
| 30D | +16.0% | -32.0% | +48.0% | +18.1% |
| 3M | +6.1% | -32.4% | +38.4% | +7.7% |
| 6M | -8.2% | +6.7% | -14.9% | -12.5% |
| YTD | -52.3% | +41.0% | -93.4% | -56.1% |
| 1Y | -54.5% | +18.0% | -72.5% | -57.5% |
| 3Y | -58.6% | +560.6% | -619.2% | -71.1% |
| 5Y | -61.5% | -55.1% | -6.4% | -61.1% |
| All | -61.5% | -56.4% | -5.1% | -61.1% |
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