+92.5%
USO vs CAI
-11.0%
+103.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | 0.0% | +5.6% | +5.6% |
| 7D | +11.5% | -5.1% | +16.5% | +10.9% |
| 30D | +24.1% | +3.9% | +20.2% | +24.7% |
| 3M | +17.9% | +40.1% | -22.2% | +23.1% |
| 6M | +49.6% | +29.7% | +19.9% | +56.7% |
| YTD | +129.0% | -10.9% | +139.9% | +136.5% |
| 1Y | +112.0% | -28.0% | +140.0% | +118.0% |
| All | +92.5% | -11.0% | +103.5% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling