+193.3%
COP vs USO
+213.6%
-20.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.7% | -1.6% | -0.4% |
| 7D | -0.5% | +6.2% | -6.7% | -3.8% |
| 30D | +11.7% | +19.1% | -7.4% | +1.3% |
| 3M | +17.7% | +14.2% | +3.5% | +8.0% |
| 6M | +18.3% | +43.7% | -25.4% | -7.7% |
| YTD | +49.1% | +116.8% | -67.8% | -11.3% |
| 1Y | +53.3% | +104.3% | -51.0% | -5.3% |
| 3Y | +22.2% | +91.5% | -69.4% | -23.2% |
| 5Y | +193.3% | +214.1% | -20.8% | +29.1% |
| All | +193.3% | +213.6% | -20.3% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling