+213.1%
USO vs CAG
-43.1%
+256.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.3% |
| 7D | +9.1% | -5.7% | +14.8% | +8.6% |
| 30D | +21.7% | -2.4% | +24.1% | +21.5% |
| 3M | +20.2% | +9.8% | +10.4% | +21.0% |
| 6M | +43.4% | -10.8% | +54.2% | +43.0% |
| YTD | +124.0% | -10.8% | +134.8% | +124.0% |
| 1Y | +112.2% | -19.0% | +131.1% | +111.0% |
| 3Y | +97.7% | -39.7% | +137.3% | +92.3% |
| All | +213.1% | -43.1% | +256.2% | +201.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling