+112.2%
USO vs CAI
-26.7%
+138.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.0% |
| 7D | +9.1% | -2.9% | +12.0% | +8.7% |
| 30D | +21.7% | +9.3% | +12.3% | +23.1% |
| 3M | +20.2% | +35.2% | -15.0% | +25.3% |
| 6M | +43.4% | +30.7% | +12.6% | +51.6% |
| YTD | +124.0% | -9.8% | +133.8% | +133.1% |
| 1Y | +112.2% | -28.9% | +141.0% | +119.7% |
| All | +112.2% | -26.7% | +138.9% | +119.7% |
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