-48.3%
OUST vs CLBK
+27.9%
-76.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.5% |
| 7D | +19.9% | +2.5% | +17.5% | +18.3% |
| 30D | +3.6% | +3.7% | -0.1% | +1.2% |
| 3M | -20.6% | -3.3% | -17.4% | -18.8% |
| 6M | +35.1% | +29.6% | +5.4% | +13.2% |
| YTD | +69.1% | +60.3% | +8.9% | +22.3% |
| 1Y | +49.9% | +63.4% | -13.5% | +7.0% |
| 3Y | +642.4% | +53.8% | +588.6% | +464.0% |
| 5Y | -48.3% | +29.0% | -77.3% | -58.8% |
| All | -48.3% | +27.9% | -76.2% | -58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling