+56.1%
CDE vs USO
+86.2%
-30.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.7% |
| 7D | -3.1% | +9.1% | -12.2% | -5.3% |
| 30D | +9.5% | +21.7% | -12.2% | +3.9% |
| 3M | +25.5% | +20.2% | +5.3% | +18.1% |
| 6M | -7.9% | +43.4% | -51.3% | -20.9% |
| YTD | +15.6% | +124.0% | -108.4% | -15.2% |
| 1Y | +34.0% | +112.2% | -78.1% | -0.2% |
| 3Y | +791.9% | +97.7% | +694.3% | +567.2% |
| 5Y | +197.7% | +217.4% | -19.7% | +90.3% |
| All | +56.1% | +86.2% | -30.1% | +3.9% |
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 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