-73.2%
USO vs CAH
+639.2%
-712.3%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.7% | +5.6% | +3.5% |
| 7D | +3.6% | +0.5% | +3.1% | +3.4% |
| 30D | +23.8% | +1.7% | +22.0% | +23.2% |
| 3M | +8.1% | +17.9% | -9.8% | +3.6% |
| 6M | +34.3% | +10.9% | +23.3% | +30.2% |
| YTD | +111.1% | +17.9% | +93.3% | +101.0% |
| 1Y | +99.9% | +61.7% | +38.2% | +75.2% |
| 3Y | +86.5% | +183.7% | -97.2% | +39.2% |
| 5Y | +200.5% | +401.3% | -200.8% | +89.6% |
| 10Y | +66.5% | +293.7% | -227.1% | +5.7% |
| All | -73.2% | +639.2% | -712.3% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling