+79.5%
CSX vs USO
+103.4%
-23.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +1.0% |
| 7D | +3.1% | -1.4% | +4.5% | +3.1% |
| 30D | +9.7% | -4.6% | +14.3% | +9.7% |
| 3M | +4.9% | +14.7% | -9.8% | +5.0% |
| 6M | +18.4% | +1.2% | +17.1% | +18.3% |
| YTD | +45.9% | +111.2% | -65.3% | +42.9% |
| 1Y | +50.0% | +109.3% | -59.3% | +46.9% |
| All | +79.5% | +103.4% | -23.9% | +74.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling