+1,298.9%
COHR vs USO
+86.2%
+1,212.7%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.4% |
| 7D | +8.3% | +9.1% | -0.8% | +7.1% |
| 30D | -14.1% | +21.7% | -35.8% | -16.4% |
| 3M | -16.0% | +20.2% | -36.2% | -18.6% |
| 6M | +21.5% | +43.4% | -21.9% | +12.3% |
| YTD | +65.4% | +124.0% | -58.5% | +39.3% |
| 1Y | +195.0% | +112.2% | +82.8% | +150.7% |
| 3Y | +830.2% | +97.7% | +732.5% | +692.1% |
| 5Y | +397.1% | +217.4% | +179.7% | +279.1% |
| All | +1,298.9% | +86.2% | +1,212.7% | +1,169.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling