+667.7%
CVX vs USO
-74.0%
+741.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +3.3% | +9.5% | -6.1% | -0.6% |
| 30D | +12.9% | +23.6% | -10.7% | +3.0% |
| 3M | +11.7% | +3.8% | +7.9% | +8.9% |
| 6M | +14.1% | +55.0% | -40.9% | -8.8% |
| YTD | +40.7% | +105.3% | -64.6% | -0.8% |
| 1Y | +37.5% | +91.4% | -53.9% | -0.3% |
| 3Y | +43.9% | +84.6% | -40.6% | +3.3% |
| 5Y | +161.5% | +191.7% | -30.3% | +48.9% |
| 10Y | +215.1% | +73.3% | +141.8% | +103.0% |
| All | +667.7% | -74.0% | +741.7% | +991.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling