+592.2%
CIEN vs USO
+90.0%
+502.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.7% | -0.8% |
| 7D | -4.6% | +6.2% | -10.8% | -4.2% |
| 30D | -12.8% | +19.1% | -31.9% | -11.7% |
| 3M | -23.1% | +14.2% | -37.3% | -21.9% |
| 6M | +6.1% | +43.7% | -37.6% | +6.8% |
| YTD | +44.5% | +116.8% | -72.3% | +38.9% |
| 1Y | +176.6% | +104.3% | +72.3% | +168.0% |
| All | +592.2% | +90.0% | +502.2% | +556.9% |
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