+115.4%
CSX vs OUST
-65.4%
+180.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +15.7% | -13.1% | +1.9% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +9.7% | -24.0% | +33.7% | +10.8% |
| 3M | +2.3% | -29.9% | +32.2% | +3.5% |
| 6M | +17.1% | +19.1% | -2.1% | +13.9% |
| YTD | +44.9% | +55.0% | -10.1% | +38.4% |
| 1Y | +47.1% | +21.2% | +25.9% | +41.9% |
| 3Y | +78.6% | +626.0% | -547.4% | +49.0% |
| 5Y | +57.2% | -51.6% | +108.8% | +41.4% |
| All | +115.4% | -65.4% | +180.8% | +93.9% |
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