+1,889.7%
CSX vs USO
-72.8%
+1,962.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.5% | -12.1% | +6.6% | -2.9% |
| 30D | +4.9% | +3.1% | +1.8% | +3.9% |
| 3M | -2.9% | +24.9% | -27.7% | -8.4% |
| 6M | +8.3% | +10.8% | -2.4% | +4.1% |
| YTD | +36.7% | +114.6% | -77.8% | +8.9% |
| 1Y | +41.5% | +109.4% | -67.9% | +13.2% |
| 3Y | +68.6% | +98.1% | -29.5% | +33.2% |
| 5Y | +48.4% | +162.4% | -114.0% | +4.1% |
| 10Y | +446.6% | +85.9% | +360.7% | +289.2% |
| All | +1,889.7% | -72.8% | +1,962.5% | +2,046.1% |
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 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