+77.0%
USO vs CASY
+468.0%
-391.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -14.2% | +16.9% | +3.6% |
| 7D | +6.2% | -16.5% | +22.8% | +7.4% |
| 30D | +19.1% | -26.4% | +45.5% | +21.5% |
| 3M | +14.2% | -17.3% | +31.5% | +15.7% |
| 6M | +43.7% | -5.2% | +49.0% | +44.2% |
| YTD | +116.8% | +14.1% | +102.8% | +114.5% |
| 1Y | +104.3% | +16.6% | +87.7% | +101.6% |
| 3Y | +91.5% | +163.7% | -72.2% | +74.2% |
| 5Y | +214.1% | +231.3% | -17.2% | +177.6% |
| 10Y | +77.0% | +462.9% | -385.9% | +42.1% |
| All | +77.0% | +468.0% | -391.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling