-64.6%
CSGP vs OUST
-62.4%
-2.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.5% |
| 7D | -4.1% | +5.2% | -9.3% | -4.4% |
| 30D | +2.3% | -19.3% | +21.6% | +3.4% |
| 3M | -8.2% | -22.6% | +14.5% | -8.4% |
| 6M | -35.1% | +62.8% | -97.8% | -39.7% |
| YTD | -54.0% | +68.3% | -122.4% | -57.6% |
| 1Y | -65.3% | +28.5% | -93.9% | -67.7% |
| 3Y | -62.6% | +554.0% | -616.6% | -72.5% |
| 5Y | -64.8% | -56.2% | -8.6% | -69.1% |
| All | -64.6% | -62.4% | -2.2% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling