+149.8%
USO vs CAVA
+28.6%
+121.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -4.4% | +10.0% | +5.5% |
| 7D | +11.5% | -12.4% | +23.9% | +11.0% |
| 30D | +24.1% | -11.2% | +35.3% | +23.7% |
| 3M | +17.9% | -33.8% | +51.7% | +16.9% |
| 6M | +49.6% | -32.5% | +82.1% | +48.3% |
| YTD | +129.0% | -8.0% | +137.0% | +125.7% |
| 1Y | +112.0% | -17.1% | +129.1% | +109.3% |
| 3Y | +102.3% | +37.8% | +64.4% | +110.2% |
| All | +149.8% | +28.6% | +121.2% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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