-62.4%
OUST vs CLBK
+109.9%
-172.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +5.2% | +1.2% | +4.0% | +4.5% |
| 30D | -19.3% | +9.1% | -28.4% | -23.4% |
| 3M | -22.6% | +27.7% | -50.3% | -34.0% |
| 6M | +62.8% | +40.8% | +21.9% | +30.3% |
| YTD | +68.3% | +66.4% | +2.0% | +20.9% |
| 1Y | +28.5% | +72.4% | -43.8% | -9.3% |
| 3Y | +554.0% | +50.7% | +503.4% | +404.4% |
| 5Y | -56.2% | +42.9% | -99.1% | -67.2% |
| All | -62.4% | +109.9% | -172.3% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling