+44.2%
OUST vs CLBK
+60.8%
-16.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.0% | +13.0% | +13.5% |
| 7D | +17.0% | +0.6% | +16.4% | +16.8% |
| 30D | -16.5% | +2.9% | -19.4% | -17.6% |
| 3M | -23.7% | +3.0% | -26.6% | -24.1% |
| 6M | +18.4% | +27.3% | -8.9% | +4.9% |
| YTD | +60.8% | +58.0% | +2.8% | +24.5% |
| 1Y | +44.2% | +62.4% | -18.2% | +6.7% |
| All | +44.2% | +60.8% | -16.6% | +6.7% |
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