-64.1%
OUST vs CPAY
+83.7%
-147.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.8% | +12.2% | +12.9% |
| 7D | +17.0% | +13.5% | +3.5% | +7.8% |
| 30D | -16.5% | +13.1% | -29.6% | -23.0% |
| 3M | -23.7% | +14.3% | -37.9% | -30.4% |
| 6M | +18.4% | +49.0% | -30.7% | -12.6% |
| YTD | +60.8% | +51.3% | +9.5% | +16.4% |
| 1Y | +44.2% | +63.7% | -19.5% | -1.8% |
| 3Y | +668.1% | +95.0% | +573.1% | +353.6% |
| 5Y | -48.8% | +86.0% | -134.8% | -69.7% |
| All | -64.1% | +83.7% | -147.8% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling