+607.3%
CEG vs USO
+158.6%
+448.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.6% | -8.3% | -3.4% |
| 7D | +0.3% | +11.5% | -11.1% | -1.1% |
| 30D | +2.9% | +24.1% | -21.2% | 0.0% |
| 3M | +18.2% | +17.9% | +0.3% | +15.3% |
| 6M | -9.5% | +49.6% | -59.1% | -17.2% |
| YTD | -18.7% | +129.0% | -147.7% | -33.4% |
| 1Y | -10.1% | +112.0% | -122.1% | -25.1% |
| 3Y | +168.3% | +102.3% | +66.1% | +122.4% |
| All | +607.3% | +158.6% | +448.7% | +433.4% |
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