+37.1%
CTSH vs USO
+79.0%
-41.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -2.7% | +0.7% | -1.8% |
| 30D | +8.0% | -6.3% | +14.3% | +8.6% |
| 3M | +10.6% | +10.9% | -0.3% | +9.1% |
| 6M | +32.5% | +2.0% | +30.5% | +31.3% |
| YTD | -21.0% | +104.6% | -125.5% | -28.7% |
| 1Y | -9.9% | +94.5% | -104.4% | -18.3% |
| 3Y | +3.1% | +97.1% | -93.9% | -7.8% |
| 5Y | -13.4% | +151.6% | -165.1% | -27.1% |
| 10Y | +37.1% | +81.0% | -43.9% | +24.5% |
| All | +37.1% | +79.0% | -41.8% | +24.5% |
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