-61.4%
OUST vs CPAY
+64.3%
-125.6%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +4.3% |
| 7D | +12.7% | +0.6% | +12.2% | +12.3% |
| 30D | -13.6% | +3.6% | -17.2% | -15.8% |
| 3M | -8.3% | +16.6% | -24.9% | -19.0% |
| 6M | +85.0% | +29.5% | +55.5% | +50.6% |
| YTD | +73.2% | +35.3% | +38.0% | +35.2% |
| 1Y | +32.5% | +30.6% | +1.8% | +5.6% |
| 3Y | +643.8% | +49.7% | +594.1% | +427.1% |
| 5Y | -52.1% | +54.4% | -106.6% | -68.7% |
| All | -61.4% | +64.3% | -125.6% | -74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling