+21.0%
CTSH vs USO
+73.9%
-52.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.2% |
| 7D | -8.2% | +6.2% | -14.5% | -8.8% |
| 30D | +0.4% | +19.1% | -18.7% | -1.5% |
| 3M | +10.6% | +14.2% | -3.6% | +8.6% |
| 6M | -8.8% | +43.7% | -52.6% | -13.6% |
| YTD | -28.6% | +116.8% | -145.5% | -35.9% |
| 1Y | -15.9% | +104.3% | -120.3% | -24.0% |
| 3Y | -13.9% | +91.5% | -105.4% | -22.6% |
| 5Y | -17.1% | +214.1% | -231.2% | -32.3% |
| 10Y | +21.0% | +77.0% | -56.0% | +5.1% |
| All | +21.0% | +73.9% | -52.9% | +5.1% |
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 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