+2,795.8%
CRM vs USO
-71.6%
+2,867.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | -4.4% | +9.1% | -13.6% | -6.2% |
| 30D | +28.1% | +21.7% | +6.5% | +22.9% |
| 3M | +48.8% | +20.2% | +28.6% | +41.9% |
| 6M | +28.3% | +43.4% | -15.1% | +16.3% |
| YTD | -6.0% | +124.0% | -130.0% | -23.2% |
| 1Y | +1.4% | +112.2% | -110.8% | -16.3% |
| 3Y | +11.8% | +97.7% | -85.8% | -8.3% |
| 5Y | -2.0% | +217.4% | -219.4% | -31.4% |
| 10Y | +239.6% | +82.8% | +156.8% | +149.5% |
| All | +2,795.8% | -71.6% | +2,867.4% | +2,987.7% |
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