+1,686.6%
CAT vs USO
-74.0%
+1,760.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +1.7% | +9.5% | -7.7% | -1.1% |
| 30D | -6.6% | +23.6% | -30.1% | -12.5% |
| 3M | -13.3% | +3.8% | -17.1% | -15.5% |
| 6M | +11.6% | +55.0% | -43.4% | -8.0% |
| YTD | +42.9% | +105.3% | -62.3% | +6.8% |
| 1Y | +95.4% | +91.4% | +4.1% | +48.7% |
| 3Y | +196.6% | +84.6% | +112.0% | +122.2% |
| 5Y | +321.7% | +191.7% | +129.9% | +158.2% |
| 10Y | +1,140.8% | +73.3% | +1,067.5% | +722.6% |
| All | +1,686.6% | -74.0% | +1,760.6% | +1,964.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling