+28.5%
OUST vs CLBK
+73.3%
-44.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +1.2% | +4.0% | +4.4% |
| 30D | -19.3% | +9.1% | -28.4% | -23.6% |
| 3M | -22.6% | +27.7% | -50.3% | -35.7% |
| 6M | +62.8% | +40.8% | +21.9% | +23.7% |
| YTD | +68.3% | +66.4% | +2.0% | +8.8% |
| 1Y | +28.5% | +72.4% | -43.8% | -22.8% |
| All | +28.5% | +73.3% | -44.8% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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