+668.1%
OUST vs CLBK
+44.9%
+623.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.0% | +13.0% | +13.2% |
| 7D | +17.0% | +0.6% | +16.4% | +16.6% |
| 30D | -16.5% | +2.9% | -19.4% | -18.7% |
| 3M | -23.7% | +3.0% | -26.6% | -25.5% |
| 6M | +18.4% | +27.3% | -8.9% | -5.1% |
| YTD | +60.8% | +58.0% | +2.8% | +4.9% |
| 1Y | +44.2% | +62.4% | -18.2% | -8.5% |
| 3Y | +668.1% | +46.9% | +621.2% | +431.5% |
| All | +668.1% | +44.9% | +623.2% | +431.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling