+617.1%
OUST vs CPAY
+51.9%
+565.2%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.1% |
| 7D | +5.2% | +2.1% | +3.1% | +4.0% |
| 30D | -19.3% | +5.5% | -24.8% | -21.9% |
| 3M | -22.6% | +16.6% | -39.2% | -30.5% |
| 6M | +62.8% | +26.7% | +36.1% | +36.8% |
| YTD | +68.3% | +38.4% | +30.0% | +31.5% |
| 1Y | +28.5% | +30.1% | -1.6% | +5.1% |
| All | +617.1% | +51.9% | +565.2% | +291.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling