+85.0%
USO vs CB
+246.5%
-161.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.4% | +2.9% | +3.2% |
| 7D | -1.4% | 0.0% | -1.5% | -1.5% |
| 30D | -4.6% | +7.4% | -12.0% | -6.5% |
| 3M | +14.7% | +8.6% | +6.1% | +12.1% |
| 6M | +1.2% | +16.1% | -14.9% | -3.1% |
| YTD | +111.2% | +20.2% | +91.0% | +99.8% |
| 1Y | +109.3% | +27.2% | +82.1% | +94.8% |
| 3Y | +103.5% | +72.7% | +30.8% | +70.3% |
| 5Y | +160.9% | +105.9% | +55.0% | +103.1% |
| All | +85.0% | +246.5% | -161.5% | +41.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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