+1,129.1%
CAT vs USO
-72.8%
+1,201.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -10.3% | -12.1% | +1.8% | -7.0% |
| 30D | -31.2% | +3.1% | -34.3% | -32.1% |
| 3M | -34.7% | +24.9% | -59.5% | -39.5% |
| 6M | -39.5% | +10.8% | -50.3% | -42.8% |
| YTD | -1.7% | +114.6% | -116.2% | -28.1% |
| 1Y | -1.1% | +109.4% | -110.5% | -27.2% |
| 3Y | +143.9% | +98.1% | +45.7% | +77.8% |
| 5Y | +194.8% | +162.4% | +32.3% | +86.6% |
| 10Y | +739.8% | +85.9% | +653.9% | +441.0% |
| All | +1,129.1% | -72.8% | +1,201.9% | +1,290.9% |
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