+326.0%
CAT vs USO
+196.2%
+129.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +1.7% | +9.5% | -7.7% | +0.7% |
| 30D | -6.6% | +23.6% | -30.1% | -8.8% |
| 3M | -13.3% | +3.8% | -17.1% | -13.9% |
| 6M | +11.6% | +55.0% | -43.4% | +0.1% |
| YTD | +42.9% | +105.3% | -62.3% | +19.5% |
| 1Y | +95.4% | +91.4% | +4.1% | +65.6% |
| 3Y | +196.6% | +84.6% | +112.0% | +148.2% |
| All | +326.0% | +196.2% | +129.8% | +171.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling