+136.5%
CEG vs USO
+103.4%
+33.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.3% | -0.5% | +2.5% |
| 7D | +17.8% | -1.4% | +19.3% | +17.9% |
| 30D | -4.5% | -4.6% | +0.1% | -4.2% |
| 3M | +1.5% | +14.7% | -13.3% | -0.2% |
| 6M | -3.5% | +1.2% | -4.7% | -4.3% |
| YTD | -19.7% | +111.2% | -130.9% | -37.8% |
| 1Y | -19.8% | +109.3% | -129.1% | -37.8% |
| All | +136.5% | +103.4% | +33.1% | +83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling