+1,044.2%
CDNS vs USO
+86.2%
+958.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +1.7% |
| 7D | -1.1% | +9.1% | -10.3% | -1.9% |
| 30D | -10.4% | +21.7% | -32.1% | -12.0% |
| 3M | -24.6% | +20.2% | -44.8% | -26.1% |
| 6M | -1.6% | +43.4% | -45.0% | -6.3% |
| YTD | -7.4% | +124.0% | -131.4% | -16.7% |
| 1Y | -18.4% | +112.2% | -130.6% | -26.1% |
| 3Y | +19.0% | +97.7% | -78.7% | +7.6% |
| 5Y | +73.4% | +217.4% | -144.0% | +44.3% |
| All | +1,044.2% | +86.2% | +958.0% | +908.5% |
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