+1,157.1%
CAT vs USO
+73.9%
+1,083.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -1.4% |
| 7D | +2.9% | +6.2% | -3.3% | +1.7% |
| 30D | -2.6% | +19.1% | -21.7% | -6.1% |
| 3M | -10.7% | +14.2% | -24.9% | -13.8% |
| 6M | +16.1% | +43.7% | -27.6% | +3.7% |
| YTD | +43.2% | +116.8% | -73.6% | +14.1% |
| 1Y | +96.8% | +104.3% | -7.5% | +58.6% |
| 3Y | +201.4% | +91.5% | +109.8% | +142.0% |
| 5Y | +332.7% | +214.1% | +118.6% | +195.2% |
| 10Y | +1,157.1% | +77.0% | +1,080.1% | +879.0% |
| All | +1,157.1% | +73.9% | +1,083.2% | +879.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USO.
Daily Out/Under-Performance
Portfolio return minus USO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USO 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 USO 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