-14.8%
CTSH vs USO
+198.8%
-213.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.9% | -6.7% | -4.0% |
| 7D | -5.5% | +3.6% | -9.0% | -5.6% |
| 30D | +4.5% | +23.8% | -19.3% | +3.3% |
| 3M | +13.7% | +8.1% | +5.7% | +13.0% |
| 6M | -8.4% | +34.3% | -42.7% | -10.6% |
| YTD | -26.5% | +111.1% | -137.6% | -30.9% |
| 1Y | -13.9% | +99.9% | -113.9% | -18.8% |
| 3Y | -11.3% | +86.5% | -97.8% | -16.7% |
| 5Y | -14.8% | +200.5% | -215.4% | -32.3% |
| All | -14.8% | +198.8% | -213.6% | -32.3% |
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