+91.4%
USO vs CAG
-37.6%
+128.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.6% |
| 7D | +6.2% | -6.6% | +12.9% | +5.4% |
| 30D | +19.1% | +2.3% | +16.8% | +19.5% |
| 3M | +14.2% | +16.3% | -2.1% | +16.1% |
| 6M | +43.7% | -16.0% | +59.8% | +43.0% |
| YTD | +116.8% | -7.7% | +124.5% | +117.6% |
| 1Y | +104.3% | -16.0% | +120.4% | +103.0% |
| All | +91.4% | -37.6% | +128.9% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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