+224.5%
USO vs CAH
+392.8%
-168.3%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.7% | +7.3% | +5.7% |
| 7D | +11.5% | -5.1% | +16.5% | +11.6% |
| 30D | +24.1% | -1.8% | +25.9% | +24.2% |
| 3M | +17.9% | +9.4% | +8.6% | +17.2% |
| 6M | +49.6% | +9.2% | +40.4% | +48.7% |
| YTD | +129.0% | +15.7% | +113.3% | +126.0% |
| 1Y | +112.0% | +59.7% | +52.3% | +101.7% |
| 3Y | +102.3% | +178.5% | -76.2% | +76.2% |
| 5Y | +224.5% | +398.3% | -173.7% | +139.6% |
| All | +224.5% | +392.8% | -168.3% | +139.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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