+102.2%
USO vs CAI
+12.6%
+89.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +1.1% | -9.2% | -7.9% |
| 7D | -12.7% | -6.3% | -6.4% | -13.3% |
| 30D | +1.0% | +9.3% | -8.3% | +2.2% |
| 3M | +25.6% | +106.3% | -80.7% | +39.4% |
| 6M | -1.5% | +77.7% | -79.2% | +8.1% |
| YTD | +110.3% | +23.1% | +87.1% | +128.9% |
| 1Y | +102.2% | +6.5% | +95.6% | +121.8% |
| All | +102.2% | +12.6% | +89.6% | +121.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling