+359.9%
CSCO vs USO
+90.4%
+269.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.6% | -7.4% | -2.5% |
| 7D | -1.1% | +11.5% | -12.5% | -2.3% |
| 30D | -10.8% | +24.1% | -34.9% | -13.0% |
| 3M | -9.2% | +17.9% | -27.2% | -11.3% |
| 6M | +39.5% | +49.6% | -10.1% | +31.3% |
| YTD | +41.5% | +129.0% | -87.5% | +25.5% |
| 1Y | +61.0% | +112.0% | -51.0% | +44.0% |
| 3Y | +105.2% | +102.3% | +2.9% | +82.6% |
| 5Y | +113.4% | +224.5% | -111.1% | +72.4% |
| All | +359.9% | +90.4% | +269.5% | +306.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling