-11.3%
CTSH vs USO
+86.9%
-98.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -3.8% |
| 7D | -5.5% | +3.6% | -9.0% | -5.5% |
| 30D | +4.5% | +23.8% | -19.3% | +4.5% |
| 3M | +13.7% | +8.1% | +5.7% | +13.6% |
| 6M | -8.4% | +34.3% | -42.7% | -8.7% |
| YTD | -26.5% | +111.1% | -137.6% | -27.5% |
| 1Y | -13.9% | +99.9% | -113.9% | -14.9% |
| 3Y | -11.3% | +86.5% | -97.8% | -14.8% |
| All | -11.3% | +86.9% | -98.2% | -14.8% |
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