+21.2%
OUST vs CPAY
+59.0%
-37.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.7% | +3.0% | +12.8% | +15.3% |
| 7D | -0.2% | +5.7% | -6.0% | -0.9% |
| 30D | -24.0% | +4.2% | -28.2% | -24.4% |
| 3M | -29.9% | +5.6% | -35.5% | -30.5% |
| 6M | +19.1% | +34.7% | -15.5% | +9.6% |
| YTD | +55.0% | +39.1% | +15.9% | +51.1% |
| 1Y | +21.2% | +60.3% | -39.1% | +22.0% |
| All | +21.2% | +59.0% | -37.9% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 1y: compounded portfolio wealth divided by compounded CPAY 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…
1y analysis · Full analysis span regression · 6 months rolling