+248.3%
COF vs USO
-72.5%
+320.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.2% |
| 7D | -2.7% | +6.2% | -8.9% | -4.3% |
| 30D | -3.4% | +19.1% | -22.5% | -8.1% |
| 3M | +15.4% | +14.2% | +1.2% | +9.4% |
| 6M | +14.4% | +43.7% | -29.3% | -1.6% |
| YTD | -12.0% | +116.8% | -128.8% | -34.2% |
| 1Y | -3.7% | +104.3% | -108.1% | -27.0% |
| 3Y | +121.1% | +91.5% | +29.5% | +66.6% |
| 5Y | +47.8% | +214.1% | -166.3% | -10.5% |
| 10Y | +250.3% | +77.0% | +173.3% | +133.1% |
| All | +248.3% | -72.5% | +320.8% | +245.5% |
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