+21.2%
OUST vs CLBK
+65.7%
-44.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +0.9% | +14.8% | +15.4% |
| 7D | -0.2% | +4.6% | -4.8% | -2.2% |
| 30D | -24.0% | -1.5% | -22.5% | -23.4% |
| 3M | -29.9% | +4.4% | -34.3% | -30.7% |
| 6M | +19.1% | +31.7% | -12.5% | +4.1% |
| YTD | +55.0% | +58.7% | -3.7% | +21.0% |
| 1Y | +21.2% | +64.9% | -43.7% | -12.2% |
| All | +21.2% | +65.7% | -44.6% | -12.2% |
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