-62.4%
OUST vs CNI
+25.3%
-87.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | +5.2% | -2.1% | +7.3% | +7.1% |
| 30D | -19.3% | -3.3% | -16.0% | -17.0% |
| 3M | -22.6% | +3.8% | -26.4% | -26.1% |
| 6M | +62.8% | +12.7% | +50.1% | +44.3% |
| YTD | +68.3% | +26.3% | +42.1% | +34.3% |
| 1Y | +28.5% | +29.9% | -1.3% | 0.0% |
| 3Y | +554.0% | +15.9% | +538.1% | +468.1% |
| 5Y | -56.2% | +6.9% | -63.2% | -59.8% |
| All | -62.4% | +25.3% | -87.8% | -67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling