-51.3%
OUST vs CNI
+2.7%
-53.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.9% | +15.9% | +15.9% |
| 7D | +17.0% | +0.3% | +16.7% | +16.6% |
| 30D | -16.5% | +7.2% | -23.7% | -22.7% |
| 3M | -23.7% | -1.3% | -22.3% | -23.0% |
| 6M | +18.4% | +11.8% | +6.6% | +2.9% |
| YTD | +60.8% | +27.7% | +33.1% | +18.7% |
| 1Y | +44.2% | +33.5% | +10.7% | +1.0% |
| 3Y | +668.1% | +19.3% | +648.8% | +511.4% |
| All | -51.3% | +2.7% | -53.9% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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