-21.4%
CEG vs USO
+95.3%
-116.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +11.8% | -2.7% | +14.5% | +11.4% |
| 30D | -6.5% | -6.3% | -0.2% | -7.1% |
| 3M | -1.2% | +10.9% | -12.0% | +1.1% |
| 6M | -8.0% | +2.0% | -10.1% | -7.9% |
| YTD | -21.9% | +104.6% | -126.4% | -6.5% |
| 1Y | -21.4% | +94.5% | -116.0% | -3.8% |
| All | -21.4% | +95.3% | -116.8% | -3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling