+639.5%
CEG vs USO
+131.8%
+507.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +8.0% | +9.5% | -1.4% | +6.8% |
| 30D | +12.9% | +23.6% | -10.6% | +9.8% |
| 3M | +13.2% | +3.8% | +9.3% | +12.2% |
| 6M | -7.0% | +55.0% | -62.0% | -16.9% |
| YTD | -15.0% | +105.3% | -120.3% | -29.4% |
| 1Y | -2.7% | +91.4% | -94.1% | -17.9% |
| 3Y | +184.1% | +84.6% | +99.5% | +138.0% |
| All | +639.5% | +131.8% | +507.7% | +465.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling