-73.8%
USO vs CB
+965.8%
-1,039.5%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.4% | -3.4% | -3.8% |
| 7D | -9.1% | -1.5% | -7.6% | -8.7% |
| 30D | -3.7% | +6.5% | -10.3% | -5.5% |
| 3M | +20.9% | +4.1% | +16.9% | +19.4% |
| 6M | +6.8% | +14.4% | -7.6% | +2.6% |
| YTD | +106.3% | +17.5% | +88.8% | +96.2% |
| 1Y | +100.2% | +27.5% | +72.6% | +86.0% |
| 3Y | +103.1% | +71.6% | +31.5% | +71.2% |
| 5Y | +146.1% | +100.6% | +45.5% | +96.0% |
| 10Y | +73.5% | +243.0% | -169.5% | +15.5% |
| All | -73.8% | +965.8% | -1,039.5% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling