+77.5%
USO vs CAI
-8.1%
+85.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +2.8% |
| 7D | +3.6% | +0.2% | +3.4% | +3.6% |
| 30D | +23.8% | +9.1% | +14.6% | +25.0% |
| 3M | +8.1% | +53.8% | -45.7% | +14.1% |
| 6M | +34.3% | +33.5% | +0.7% | +41.1% |
| YTD | +111.1% | -8.0% | +119.2% | +118.8% |
| 1Y | +99.9% | -28.7% | +128.6% | +106.2% |
| All | +77.5% | -8.1% | +85.6% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling