+487.2%
CSX vs USO
+65.7%
+421.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | -3.4% | +9.5% | -12.8% | -4.8% |
| 30D | -3.1% | +23.6% | -26.7% | -6.5% |
| 3M | +7.2% | +3.8% | +3.4% | +6.0% |
| 6M | +16.2% | +55.0% | -38.9% | +5.2% |
| YTD | +37.5% | +105.3% | -67.7% | +17.8% |
| 1Y | +53.2% | +91.4% | -38.1% | +32.7% |
| 3Y | +68.2% | +84.6% | -16.3% | +43.9% |
| 5Y | +65.2% | +191.7% | -126.5% | +23.3% |
| All | +487.2% | +65.7% | +421.5% | +402.2% |
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