+203.9%
CAT vs USO
+86.9%
+117.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.8% | +1.1% |
| 7D | +5.6% | +3.6% | +2.0% | +5.6% |
| 30D | -2.3% | +23.8% | -26.1% | -2.1% |
| 3M | -10.0% | +8.1% | -18.1% | -9.8% |
| 6M | +21.2% | +34.3% | -13.0% | +18.5% |
| YTD | +44.4% | +111.1% | -66.7% | +30.7% |
| 1Y | +96.3% | +99.9% | -3.6% | +79.1% |
| 3Y | +203.9% | +86.5% | +117.4% | +171.2% |
| All | +203.9% | +86.9% | +117.0% | +171.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling