+59.2%
CSX vs USO
+161.7%
-102.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.3% | -2.3% | +0.8% |
| 7D | +3.1% | -1.4% | +4.5% | +3.2% |
| 30D | +9.7% | -4.6% | +14.3% | +9.9% |
| 3M | +4.9% | +14.7% | -9.8% | +3.8% |
| 6M | +18.4% | +1.2% | +17.1% | +17.9% |
| YTD | +45.9% | +111.2% | -65.3% | +33.9% |
| 1Y | +50.0% | +109.3% | -59.3% | +37.7% |
| 3Y | +78.0% | +103.5% | -25.5% | +61.5% |
| 5Y | +59.2% | +160.9% | -101.8% | +31.9% |
| All | +59.2% | +161.7% | -102.6% | +31.9% |
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