+219.2%
CVX vs USO
+86.2%
+133.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.5% |
| 7D | +2.6% | +9.1% | -6.5% | -1.0% |
| 30D | +9.8% | +21.7% | -11.8% | +1.4% |
| 3M | +16.2% | +20.2% | -4.0% | +6.9% |
| 6M | +13.6% | +43.4% | -29.7% | -4.4% |
| YTD | +44.4% | +124.0% | -79.6% | +0.2% |
| 1Y | +40.6% | +112.2% | -71.6% | -0.4% |
| 3Y | +48.2% | +97.7% | -49.5% | +5.6% |
| 5Y | +172.3% | +217.4% | -45.1% | +55.7% |
| All | +219.2% | +86.2% | +133.0% | +115.7% |
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